Derivatives of feed-forward neural networks and their application in real-time market risk management
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 | Theorie | Theory | Neuronale Netze | Neural networks | Künstliche Intelligenz | Risikomanagement | Risk management | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Derivat | Derivative | Finanzanalyse | Financial analysis | Sensitivitätsanalyse |
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