### Resumé

Originalsprog | Dansk |
---|---|

Tidsskrift | Periodica Polytechnica |

Sider (fra-til) | 109-126 |

Status | Udgivet - 1999 |

### Citer dette

*Periodica Polytechnica*, 109-126.

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*Periodica Polytechnica*, s. 109-126.

**Estimation of Conditional Quantile using Neural Networks.** / Kulczycki, P.; Schiøler, Henrik.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Formidling

TY - JOUR

T1 - Estimation of Conditional Quantile using Neural Networks

AU - Kulczycki, P.

AU - Schiøler, Henrik

PY - 1999

Y1 - 1999

N2 - The problem of estimating conditional quantiles using neural networks is investigated here. A basic structure is developed using the methodology of kernel estimation, and a theory guaranteeing con-sistency on a mild set of assumptions is provided. The constructed structure constitutes a basis for the design of a variety of different neural networks, some of which are considered in detail. The task of estimating conditional quantiles is related to Bayes point estimation whereby a broad range of applications within engineering, economics and management can be suggested. Numerical results illustrating the capabilities of the elaborated neural network are also given.

AB - The problem of estimating conditional quantiles using neural networks is investigated here. A basic structure is developed using the methodology of kernel estimation, and a theory guaranteeing con-sistency on a mild set of assumptions is provided. The constructed structure constitutes a basis for the design of a variety of different neural networks, some of which are considered in detail. The task of estimating conditional quantiles is related to Bayes point estimation whereby a broad range of applications within engineering, economics and management can be suggested. Numerical results illustrating the capabilities of the elaborated neural network are also given.

M3 - Tidsskriftartikel

SP - 109

EP - 126

JO - Periodica Polytechnica

JF - Periodica Polytechnica

ER -