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A nonparametric approach to pricing and hedging derivative securities via learning networks
- Journal of Finance
, 1994
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Abstract
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Cited by 84 (4 self)
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http://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive only for your personal, non-commercial use. Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained at
An Investigation of Feedforward Neural Networks with Respect to the Detection of Spurious Patterns
, 1995
"... This thesis investigates feedforward neural networks in the context of classification tasks with respect to the detection of patterns that do not belong to the same categories of patterns used to train the network. This refers to the problem of the detection and/or rejection of spurious or novel pat ..."
Abstract
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Cited by 7 (1 self)
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This thesis investigates feedforward neural networks in the context of classification tasks with respect to the detection of patterns that do not belong to the same categories of patterns used to train the network. This refers to the problem of the detection and/or rejection of spurious or novel patterns. In particular, the multilayer perceptron network (MLP) trained with the backpropagation algorithm is examined in this respect and different strategies for improving its performance in the detection of spurious patterns are considered. The problem is investigated from different points of view that vary from the modification of the multilayer perceptron network with different configurations that make it more intrinsically able to detect spurious information, to the introduction of novel auxiliary mechanisms which, when integrated with the MLP network, can provide an overall enhancement in the system's rejection capabilities. These different network configurations are examined with respe...

