Introduction to the special issue on neural networks in financial engineering

Abstract

There are several phases that an emerging field goes through before it reaches maturity, and computational finance is no exception. There is usually a trigger for the birth of the field. In our case, new techniques such as neural networks, significant progress in computing technology, and the need for results that rely on more realistic assumptions inspired new researchers to revisit the traditional problems of finance, problems that have often been tackled by introducing simplifying assumptions in the past. The result has been a wealth of new approaches to these time-honored problems, with significant improvements in many cases.

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