Open Access. Powered by Scholars. Published by Universities.®
Physical Sciences and Mathematics Commons™
Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 2 of 2
Full-Text Articles in Physical Sciences and Mathematics
Automating Construction And Selection Of A Neural Network Using Stochastic Optimization, Jason Lee Hurt
Automating Construction And Selection Of A Neural Network Using Stochastic Optimization, Jason Lee Hurt
UNLV Theses, Dissertations, Professional Papers, and Capstones
An artificial neural network can be used to solve various statistical problems by approximating a function that provides a mapping from input to output data. No universal method exists for architecting an optimal neural network. Training one with a low error rate is often a manual process requiring the programmer to have specialized knowledge of the domain for the problem at hand.
A distributed architecture is proposed and implemented for generating a neural network capable of solving a particular problem without specialized knowledge of the problem domain. The only knowledge the application needs is a training set that the network …
Essays On Hedge Fund Replication: Methodological Assessment And Development Of The Factor Approach, Nonlinear Modeling And Policy Perspectives, Guillaume Weisang
Essays On Hedge Fund Replication: Methodological Assessment And Development Of The Factor Approach, Nonlinear Modeling And Policy Perspectives, Guillaume Weisang
2011
This dissertation is concerned with hedge fund replication, a subject of a practical and theoretical importance, both from an investment and a risk management point of view. One of our goals is to extend known methodologies in order to enhance our understanding of an industry that is known for its secrecy and its lack of transparency. A second goal is to contribute to the quantitative finance literature with improved techniques for hedge fund replication. Hedge fund replication (HFR) is approached from the methodological as well as from practical and regulatory perspectives. The first two chapters provide the motivation and the …