Stochastic processes adapted by neural networks with application to climate, energy, and finance

DOI10.1016/J.AMC.2011.03.121zbMath1229.60063OpenAlexW1987182981MaRDI QIDQ648255

Stefan Giebel, Martin Rainer

Publication date: 22 November 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.03.121

zbMATH Keywords

neural networksstochastic processescomputational finance

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52)

Related Items (3)

Exponential synchronization for stochastic neural networks driven by fractional Brownian motion ⋮ Fixed/predefined-time synchronization of fuzzy neural networks with stochastic perturbations ⋮ Neural network calibrated stochastic processes: forecasting financial assets

Cites Work

• Calibration of stochastic models for interest rate derivatives
• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Parameter Estimates for Symmetric Stable Distributions
• A method for the solution of certain non-linear problems in least squares

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