Technical paper/Neural networks
Curve dynamics with artificial neural networks
Artificial neural networks can replace PCA for yield curves analysis
Credit default prediction using a support vector machine and a probabilistic neural network
In this study, the authors address the fact that the ranking of classifiers varies for different criteria with measures under different circumstances, by proposing the simultaneous application of support vector machine and probabilistic neural network …
Model calibration with neural networks
Andres Hernandez presents a neural network approach to speed up model calibration