Derivatives of feed-forward neural networks and their application in real-time market risk management

Antal Ratku, Dirk Neumann

Year of publication:	2022
Authors:	Ratku, Antal ; Neumann, Dirk
Published in:	OR spectrum : quantitative approaches in management. - Berlin : Springer, ISSN 1436-6304, ZDB-ID 1467029-X. - Vol. 44.2022, 3, p. 947-965
Subject:	Artificial intelligence \| Investment analysis \| Machine learning \| Pricing \| Risk analysis \| Sensitivity analysis \| Künstliche Intelligenz \| Neuronale Netze \| Neural networks \| Risikomanagement \| Risk management \| Portfolio-Management \| Portfolio selection \| Derivat \| Derivative \| Theorie \| Theory \| Finanzanalyse \| Financial analysis \| Prognoseverfahren \| Forecasting model \| Sensitivitätsanalyse \| Risiko \| Risk

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