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Browsing Research Articles (Actuarial Science) by Author "Smith, M.L. (Mattie)"

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A method of parameterising a feed forward multi-layered perceptron artificial neural network, with reference to South African financial markets

Smith, M.L. (Mattie); Beyers, Frederik Johannes Conradie; De Villiers, Johan Pieter (Actuarial Society of South Africa, 2016)

No analytic procedures currently exist for determining optimal artificial neural network structures and parameters for any given application. Traditionally, when artificial neural networks have been applied to financial ...

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