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Trained network files

dataset
posted on 05.02.2021, 09:04 by Duncan SaffyDuncan Saffy, Tim GebbieTim Gebbie
.R files providing weights for networks trained on the simulated BSM, Black and Heston model data as well as the market data provided in this collection. There are four networks for each dataset relating to the standard network (MLP), soft-contrained network (SC) and the two hard constained networks HC1 and HC2.


Funding

Statistical Association of South Africa (SASA)

Nation Research Foundation (NRF)

History

Department/Unit

Department of Statistical Sciences

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