Stochastic processes adapted by neural networks with application to climate, energy, and finance
type: Item
instance of: scholarly article
title: Stochastic processes adapted by neural networks with application to climate, energy, and finance
zbMATH Open document ID: 1229.60063
author: Stefan Giebel
author: Martin Rainer
published in: Applied Mathematics and Computation
publication date: 2011-11-22T00:00:00Z
Mathematics Subject Classification ID: 60G52
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 5976212
zbMATH Keywords: stochastic processes
zbMATH Keywords: neural networks
zbMATH Keywords: computational finance
MaRDI profile type: Publication
full work available at URL: j.amc.2011.03.121
OpenAlex ID: W1987182981
cites work: Parameter Estimates for Symmetric Stable Distributions
cites work: A method for the solution of certain non-linear problems in least squares
cites work: An Algorithm for Least-Squares Estimation of Nonlinear Parameters
cites work: Calibration of stochastic models for interest rate derivatives
DOI: 10.1016/J.AMC.2011.03.121
description: scientific article; zbMATH DE number 5976212