We consider the training of neural networks in cases where the nonlinear relationship of interest gradually changes over time. One possibility to deal with this problem is by regularization where a variation penalty is added to the usual mean squared error criterion. To learn the regularized network
A Non-Parametric Approach to Pricing and Hedging Derivative Securities: With an Application to LIFFE Data
โ Scribed by J.A. Barria; S.G. Hall
- Book ID
- 110337957
- Publisher
- Springer US
- Year
- 2002
- Tongue
- English
- Weight
- 444 KB
- Volume
- 19
- Category
- Article
- ISSN
- 1572-9974
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