Chaotic Hedging with Iterated Integrals and Neural Networks.
Ariel NeufeldPhilipp SchmockerPublished in: CoRR (2022)
Keyphrases
- neural network
- hopfield neural network
- pattern recognition
- nonlinear dynamics
- cellular automata
- genetic algorithm
- artificial neural networks
- data sets
- back propagation
- phase space
- fuzzy systems
- chaotic neural network
- cellular neural networks
- financial markets
- activation function
- training process
- neural nets
- neural network model
- fault diagnosis
- network architecture
- multi layer
- self organizing maps
- transaction costs
- decision trees
- option pricing
- artificial intelligence