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L'utilisation des réseaux de neurones artificiels en finance

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  • Philippe Paquet

    (VALLOREM - Val de Loire Recherche en Management - UO - Université d'Orléans - UT - Université de Tours)

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  • Philippe Paquet, 1997. "L'utilisation des réseaux de neurones artificiels en finance," Post-Print halshs-02096266, HAL.
    • Handle: RePEc:hal:journl:halshs-02096266
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-02096266
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    References listed on IDEAS

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    1. Hutchinson, James M & Lo, Andrew W & Poggio, Tomaso, 1994. "A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks," Journal of Finance, American Finance Association, vol. 49(3), pages 851-889, July.
    2. Altman, Edward I. & Marco, Giancarlo & Varetto, Franco, 1994. "Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)," Journal of Banking & Finance, Elsevier, vol. 18(3), pages 505-529, May.
    3. Kar Yan Tam & Melody Y. Kiang, 1992. "Managerial Applications of Neural Networks: The Case of Bank Failure Predictions," Management Science, INFORMS, vol. 38(7), pages 926-947, July.
    4. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
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