Application of sensitivity analysis to neural network determination of financial variable relationships

Applied Stochastic Models and Data Analysis

Volumn 13, Issue 3-4, 1997, Pages 409-414

  Gillespie, E S ^a   Wilson, R N ^a  

^a UNIVERSITY OF ULSTER   (United Kingdom)

Author keywords

Adaptive learning rates; Financial variables; Neural networks; Principal components

Indexed keywords

DATA STRUCTURES; FINANCE; LEARNING SYSTEMS; MATHEMATICAL MODELS; SENSITIVITY ANALYSIS; SOCIETIES AND INSTITUTIONS;

ADAPTIVE LEARNING RATES; BOND RATING; FINANCIAL VARIABLES; PRINCIPAL COMPONENTS;

NEURAL NETWORKS;

EID: 0031224752     PISSN: 87550024     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-0747(199709/12)13:3/4<409::AID-ASM335>3.0.CO;2-V     Document Type: Article

References (3)

1. S. Geman, E. Bienenstock and R. Doursat, 'Neural networks and the bias/variance dilemma', Neural Computation, 4, 1-58 (1992).
2. R. A. Jacobs, 'Increased rates of convergence through learning rate adaption', Neural Networks, 1, 295-308 (1988).
3. E. B. Baum and D. Haussler, 'what size net gives valid generalisation?', Neural Computation, 1, 151-160 (1989).