6 citations · 7 across the 2 of their papers we have counts for
2 papers
cs.LG2019★ 6 cited
Approximation capabilities of neural networks on unbounded domains
Ming-Xi Wang, Yang Qu
In this paper, we prove that a shallow neural network with a monotone sigmoid, ReLU, ELU, Softplus, or LeakyReLU activation function can arbitrarily well approximate any L^p(p>=2)…
q-fin.CP2019★ 1 cited
The option pricing model based on time values: an application of the universal approximation theory on unbounded domains
Yang Qu, Ming-Xi Wang
We propose a time value related decision function to treat a classical option pricing problem raised by Hutchinson-Lo-Poggio. In numerical experiments, the new decision function si…