Modeling of Distributions with Neural Approximation of Conditional Quantiles
نویسنده
چکیده
We propose a method of recurrent estimation of conditional quantiles stemming from stochastic approximation. The method employs a sigmoidal neural network and specialized training algorithm to approximate the conditional quantiles. The approach may by used in a wide range of fields, in partricular in econometrics, medicine, data mining, and modeling.
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تاریخ انتشار 2008