Closed Form Integration of Artificial Neural Networks With Some Applications to Finance

Many economic and econometric applications require the integration of functions lacking a closed form antiderivative, which is therefore a task that can only be solved by numerical methods. We propose a new family of probability densities that can be used as substitutes and have the property of closed form integrability.(...)

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Year of publication:	1999-12-01
Authors:	Gottschling, Andreas ; Haefke, Christian ; White, Halbert
Publisher:	DB Research GmbH <Frankfurt, Main>
Subject:	Optionspreistheorie \| Value at Risk \| Risikomanagement \| risk management \| Nichtparametrisches Verfahren \| Neuronales Netz \| Risikoverteilung \| Schätzung

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Extent:	1024 bytes 36 p. application/pdf
Series:	Deutsche Bank Reseach - Publikationen RESEARCH NOTE ; RN-99-9
Type of publication:	Book / Working Paper
Language:	English
Classification:	C45 - Neural Networks and Related Topics ; C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing ; Financial theory ; Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005843731