Vincentius Franstianto

Monash University

23 Innovation Walk

Wellington Road

Clayton, Victoria 3800

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

138

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Towards Explaining Deep Learning: Asymptotic Properties of ReLU FFN Sieve Estimators

Number of pages: 42 Posted: 27 Dec 2019 Last Revised: 07 Mar 2020
Hasan Fallahgoul, Vincentius Franstianto and Gregoire Loeper
Monash University, Monash University and Monash University - School of Mathematical Sciences
Downloads 85 (319,876)

Abstract:

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Deep Learning, Neural Networks, Rectified Linear Unit, Sieve Estimators, Consistency, Rate of Convergence

2.

Asset Pricing with Neural Networks: A Variable Significant Test

Number of pages: 40 Posted: 03 Apr 2020 Last Revised: 24 Jul 2020
Hasan Fallahgoul and Vincentius Franstianto
Monash University and Monash University
Downloads 53 (410,782)

Abstract:

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Asset Pricing; Risk Premium; Neural Networks; Variable Significant Test