Risk Management Application of the Recurrent Mixture Density Network Models

Tatiana Miazhynskaia, Georg Dorffner, Engelbert J. Dockner. Risk Management Application of the Recurrent Mixture Density Network Models. In Okyay Kaynak, Ethem Alpaydin, Erkki Oja, Lei Xu, editors, Artificial Neural Networks and Neural Information Processing - ICANN/ICONIP 2003, Joint International Conference ICANN/ICONIP 2003, Istanbul, Turkey, June 26-29, 2003, Proceedings. Volume 2714 of Lecture Notes in Computer Science, pages 589-596, Springer, 2003. [doi]

Abstract

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