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Questions tagged [neural-networks]

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Least-Squares-Monte-Carlo by Neural Network Estimator for pricing American Option Python

First I did the LSM (Longstaff-Schwartz) to understand how its work to price an American option. code for standard_normal ...
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Non-overlapping ranges of HCNN' observables and of state transition function

In the artcicle Forecasting and Trading the High-Low Range of Stocks and ETFs with Neural Networks HCNN is used for forecasting of nine time-series, namely: returns of the lows returns of the highs ...
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Probability Integral Transform: Standardisation

I've been applying the probability integral transform as shown here to standardise date for input into a neural network: https://math.stackexchange.com/questions/592076/mapping-cdfs-to-each-other?...