"Pricing and hedging derivative securities with neural networks: Bayesian ..."

Ramazan Gencay, Min Qi (2001)

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DOI: 10.1109/72.935086

access: closed

type: Journal Article

metadata version: 2020-05-30

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Ramazan Gencay, Min Qi:
Pricing and hedging derivative securities with neural networks: Bayesian regularization, early stopping, and bagging. IEEE Trans. Neural Networks 12(4): 726-734 (2001)

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