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Can you give an example of such a function? Brownian motion. Try using a NN to model stock prices (not Brownian exactly, but same concept).
by codesushi42 7y ago
Can you give an example of such a function?
Brownian motion. Try using a NN to model stock prices (not Brownian exactly, but same concept).
- dragonwriter 7y ago> Try using a NN to model stock prices IIRC, the first neural network book I read in the 1990s had that as the big illustrative application in the latter part of the book.
- codesushi42 7y agoYes, but it doesn't work well. There are plenty of other time series problems where NNs don't outperform classical methods such as ARIMA.
- tsss 7y agoOnce again I ask: What do you mean with "works well". Just because some other ML method is better in practice doesn't mean that a NN can not achieve the same degree of approximation in theory.
- codesushi42 7y agoWhat do you mean with "works well" There is no empirical data to support that it is more effective than other methods. Theory is not that valuable when evaluating papers in AI. It is all about the empirical results.
- JacobiX 7y agoI'm wondering if the ARIMA models aren't a very simple case of NN (time convolution+regression) ?