logitder.m

Neural Network in Finance (神经网络在金融界:赢得预言性的优势)全部原码。内容包括预测与估计

function pderivl = logitder(pbar, beta);
% pderivl = logitder(pbar, beta);
yy = exp(beta(1:end-1) * pbar+ beta(end));
pderivl = (yy / (1 + yy) ^2) .* beta(1:end-1);