Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing (Q6450464)
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preprint article from arXiv
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing |
preprint article from arXiv |
Statements
8 September 2023
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cs.LG
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math.DS
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math.OC
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q-fin.CP
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Xuwei Yang
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Anastasis Kratsios
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Florian Krach
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Matheus Grasselli
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Aurelien Lucchi
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