Neural network stochastic differential equation models with applications to financial data forecasting
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Publication:2692074
DOI10.1016/j.apm.2022.11.001OpenAlexW4308454280WikidataQ115360437 ScholiaQ115360437MaRDI QIDQ2692074
Publication date: 21 March 2023
Published in: Applied Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2111.13164
Stochastic analysis (60Hxx) Inference from stochastic processes (62Mxx) Stochastic processes (60Gxx)
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Uses Software
Cites Work
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