Antal Ratku, Dirk Neumann 0001. Derivatives of feed-forward neural networks and their application in real-time market risk management. OR Spectrum, 44(3):947-965, 2022. [doi]
@article{RatkuN22,
title = {Derivatives of feed-forward neural networks and their application in real-time market risk management},
author = {Antal Ratku and Dirk Neumann 0001},
year = {2022},
doi = {10.1007/s00291-022-00672-1},
url = {https://doi.org/10.1007/s00291-022-00672-1},
researchr = {https://researchr.org/publication/RatkuN22},
cites = {0},
citedby = {0},
journal = {OR Spectrum},
volume = {44},
number = {3},
pages = {947-965},
}