Applications of fractional gradient descent method with adaptive momentum in BP neural networks
Author
Abstract
Suggested Citation
DOI: 10.1016/j.amc.2023.127944
Download full text from publisher
As the access to this document is restricted, you may want to
for a different version of it.References listed on IDEAS
- Lingge Li & Andrew Holbrook & Babak Shahbaba & Pierre Baldi, 2019. "Neural network gradient Hamiltonian Monte Carlo," Computational Statistics, Springer, vol. 34(1), pages 281-299, March.
- Liu, Jianjun & Zhai, Rui & Liu, Yuhan & Li, Wenliang & Wang, Bingzhe & Huang, Liyuan, 2021. "A quasi fractional order gradient descent method with adaptive stepsize and its application in system identification," Applied Mathematics and Computation, Elsevier, vol. 393(C).
- Blanka Horvath & Aitor Muguruza & Mehdi Tomas, 2021. "Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models," Quantitative Finance, Taylor & Francis Journals, vol. 21(1), pages 11-27, January.
- Chen, Yuquan & Gao, Qing & Wei, Yiheng & Wang, Yong, 2017. "Study on fractional order gradient methods," Applied Mathematics and Computation, Elsevier, vol. 314(C), pages 310-321.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Mao, Jianfeng & Li, Zheng & Yu, Zhiwu & Hu, Lianjun & Khan, Mansoor & Wu, Jun, 2025. "A novel hybrid approach combining PDEM and bayesian optimization deep learning for stochastic vibration analysis in train-track-bridge coupled system," Reliability Engineering and System Safety, Elsevier, vol. 257(PA).
- Zhang, Hui & Zhou, Shenglong & Li, Geoffrey Ye & Xiu, Naihua & Wang, Yiju, 2025. "A step function based recursion method for 0/1 deep neural networks," Applied Mathematics and Computation, Elsevier, vol. 488(C).
- Harjule, Priyanka & Sharma, Rinki & Kumar, Rajesh, 2025. "Fractional-order gradient approach for optimizing neural networks: A theoretical and empirical analysis," Chaos, Solitons & Fractals, Elsevier, vol. 192(C).
- Wang, Junwei & Xiong, Weili & Ding, Feng & Zhou, Yihong & Yang, Erfu, 2025. "Parameter estimation method for separable fractional-order Hammerstein nonlinear systems based on the on-line measurements," Applied Mathematics and Computation, Elsevier, vol. 488(C).
- Elnady, Sroor M. & El-Beltagy, Mohamed & Radwan, Ahmed G. & Fouda, Mohammed E., 2025. "A comprehensive survey of fractional gradient descent methods and their convergence analysis," Chaos, Solitons & Fractals, Elsevier, vol. 194(C).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Elnady, Sroor M. & El-Beltagy, Mohamed & Radwan, Ahmed G. & Fouda, Mohammed E., 2025. "A comprehensive survey of fractional gradient descent methods and their convergence analysis," Chaos, Solitons & Fractals, Elsevier, vol. 194(C).
- Patrick Büchel & Michael Kratochwil & Maximilian Nagl & Daniel Rösch, 2022. "Deep calibration of financial models: turning theory into practice," Review of Derivatives Research, Springer, vol. 25(2), pages 109-136, July.
- Eduardo Abi Jaber & Shaun & Li, 2024. "Volatility models in practice: Rough, Path-dependent or Markovian?," Papers 2401.03345, arXiv.org, revised Apr 2025.
- Naveed Ishtiaq Chaudhary & Muhammad Asif Zahoor Raja & Zeshan Aslam Khan & Khalid Mehmood Cheema & Ahmad H. Milyani, 2021. "Hierarchical Quasi-Fractional Gradient Descent Method for Parameter Estimation of Nonlinear ARX Systems Using Key Term Separation Principle," Mathematics, MDPI, vol. 9(24), pages 1-14, December.
- Jiří Witzany & Milan Fičura, 2023. "Machine Learning Applications to Valuation of Options on Non-liquid Markets," FFA Working Papers 5.001, Prague University of Economics and Business, revised 24 Jan 2023.
- Guo, Jingjun & Kang, Weiyi & Wang, Yubing, 2024. "Multi-perspective option price forecasting combining parametric and non-parametric pricing models with a new dynamic ensemble framework," Technological Forecasting and Social Change, Elsevier, vol. 204(C).
- Lijuan Wang & Yijia Hu & Yan Zhou, 2024. "Cross-border Commodity Pricing Strategy Optimization via Mixed Neural Network for Time Series Analysis," Papers 2408.12115, arXiv.org.
- Chaudhary, Naveed Ishtiaq & Raja, Muhammad Asif Zahoor & Khan, Zeshan Aslam & Mehmood, Ammara & Shah, Syed Muslim, 2022. "Design of fractional hierarchical gradient descent algorithm for parameter estimation of nonlinear control autoregressive systems," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).
- Aleksandar Arandjelovi'c & Julia Eisenberg, 2024. "Reinsurance with neural networks," Papers 2408.06168, arXiv.org.
- Qinwen Zhu & Gregoire Loeper & Wen Chen & Nicolas Langrené, 2021. "Markovian approximation of the rough Bergomi model for Monte Carlo option pricing," Post-Print hal-02910724, HAL.
- Bienvenue Feugang Nteumagné & Hermann Azemtsa Donfack & Celestin Wafo Soh, 2025. "Variational Autoencoders for Completing the Volatility Surfaces," JRFM, MDPI, vol. 18(5), pages 1-22, April.
- Daniele Angelini & Fabrizio Di Sciorio, 2025. "Integrating the implied regularity into implied volatility models: A study on free arbitrage model," Papers 2502.07518, arXiv.org.
- Eduardo Abi Jaber & Camille Illand & Shaun Xiaoyuan Li, 2024. "Joint SPX-VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints," Post-Print hal-03902513, HAL.
- Chaudhary, Naveed Ishtiaq & Khan, Zeshan Aslam & Kiani, Adiqa Kausar & Raja, Muhammad Asif Zahoor & Chaudhary, Iqra Ishtiaq & Pinto, Carla M.A., 2022. "Design of auxiliary model based normalized fractional gradient algorithm for nonlinear output-error systems," Chaos, Solitons & Fractals, Elsevier, vol. 163(C).
- Wang, Ziyun & Wang, Xianzhe & Wang, Yan, 2024. "Orthotope-search-expansion-based extended zonotopic Kalman filter design for a discrete-time linear parameter-varying system with a dual-noise term," Applied Mathematics and Computation, Elsevier, vol. 474(C).
- Francisco G'omez Casanova & 'Alvaro Leitao & Fernando de Lope Contreras & Carlos V'azquez, 2024. "Deep Joint Learning valuation of Bermudan Swaptions," Papers 2404.11257, arXiv.org.
- Mark Kiermayer & Christian Wei{ss}, 2022. "Neural calibration of hidden inhomogeneous Markov chains -- Information decompression in life insurance," Papers 2201.02397, arXiv.org.
- Antonis Papapantoleon & Jasper Rou, 2024. "A time-stepping deep gradient flow method for option pricing in (rough) diffusion models," Papers 2403.00746, arXiv.org, revised Apr 2025.
- Dangxing Chen & Yuan Gao, 2024. "Attribution Methods in Asset Pricing: Do They Account for Risk?," Papers 2407.08953, arXiv.org.
- Anna Clevenhaus & Claudia Totzeck & Matthias Ehrhardt, 2025. "A Space Mapping approach for the calibration of financial models with the application to the Heston model," Papers 2501.14521, arXiv.org.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:448:y:2023:i:c:s0096300323001133. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.