The swish function looks a lot like a call payoff, but is differentiable at x=0 (aiding back propagation in neural network calibration).
Are there any mathematical finance problems that could benefit from this function's properties?
I have to think how to answer this question. The answer almost certainly "no", because I feel We want to smooth the edges, I remember @Alan providing @Erstwhile proposing a smoothing function.The swish function looks a lot like a call payoff, but is differentiable at x=0 (aiding back propagation in neural network calibration).
Are there any mathematical finance problems that could benefit from this function's properties?
I understand that this function can help neural network calibration. But if you need to model a true call function, it might indicate that neural networks are inefficient to that purpose. Note that neural networks are suffering from convergence problems for Finance applications.The swish function looks a lot like a call payoff, but is differentiable at x=0 (aiding back propagation in neural network calibration).