Pages that link to "Item:Q4619509"
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The following pages link to Machine learning for quantitative finance: fast derivative pricing, hedging and fitting (Q4619509):
Displaying 20 items.
- A neural network-based framework for financial model calibration (Q2022121) (← links)
- Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate (Q2044803) (← links)
- Reinforcement learning and stochastic optimisation (Q2072112) (← links)
- Deep learning for constrained utility maximisation (Q2152236) (← links)
- Moving average options: machine learning and Gauss-Hermite quadrature for a double non-Markovian problem (Q2158055) (← links)
- Optimal market-making strategies under synchronised order arrivals with deep neural networks (Q2246653) (← links)
- Benchmarking machine-learning software and hardware for quantitative economics (Q2291794) (← links)
- Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models (Q4991044) (← links)
- Pricing high-dimensional American options by kernel ridge regression (Q4991062) (← links)
- Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models (Q5014167) (← links)
- Artificial neural network for option pricing with and without asymptotic correction (Q5014190) (← links)
- Moments of integrated exponential Lévy processes and applications to Asian options pricing (Q5039631) (← links)
- Study of the dynamics of the interest rate swap using machine learning methods (Q5057483) (← links)
- KrigHedge: Gaussian Process Surrogates for Delta Hedging (Q5093245) (← links)
- GAN-Based Priors for Quantifying Uncertainty in Supervised Learning (Q5158923) (← links)
- A machine learning approach to portfolio pricing and risk management for high‐dimensional problems (Q6054432) (← links)
- Machine learning architectures for price formation models (Q6166250) (← links)
- Weight bound constraints in mean-variance models: a robust control theory foundation via machine learning (Q6592279) (← links)
- Neural network empowered liquidity pricing in a two-price economy under conic finance settings (Q6657689) (← links)
- On the pricing of capped volatility swaps using machine learning techniques (Q6657702) (← links)
