HIGHLIGHTS
- who: Patrick Cheridito from the (UNIVERSITY) have published the article: Computation of Conditional Expectations with Guarantees, in the Journal: (JOURNAL)
- what: The aim of this paper is to compute the conditional expectation E[Y | X ] of a squareintegrable random variable Y given a d-dimensional random vector X, both defined on a common probability space (, F, P). In the examples of Sect 4 below, the authors compare results obtained by using linear combinations of 1, X 1,..., X d, second order polynomials in X 1,..., X d as well as feedforward neural_networks with different activation . . .
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