A neural network-based framework for financial model calibration (Q2022121): Difference between revisions

From MaRDI portal
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3098509316 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1904.10523 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The inverse problem of option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5657612 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Theory of the Term Structure of Interest Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Full and fast calibration of the Heston stochastic volatility model / rank
 
Normal rank
Property / cites work
 
Property / cites work: An iterative thresholding algorithm for linear inverse problems with a sparsity constraint / rank
 
Normal rank
Property / cites work
 
Property / cites work: An inverse problem of determining the implied volatility in option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic formulae for implied volatility in the Heston model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5270493 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian Calibration of Computer Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lower bounds for approximation by MLP neural networks / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stochastic Approximation Method / rank
 
Normal rank
Property / cites work
 
Property / cites work: Machine learning for quantitative finance: fast derivative pricing, hedging and fitting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Error bounds for approximations with deep ReLU networks / rank
 
Normal rank

Latest revision as of 15:49, 25 July 2024

scientific article
Language Label Description Also known as
English
A neural network-based framework for financial model calibration
scientific article

    Statements

    A neural network-based framework for financial model calibration (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    27 April 2021
    0 references
    0 references
    0 references
    0 references
    0 references
    computational finance
    0 references
    machine learning
    0 references
    artificial neural networks
    0 references
    asset pricing model
    0 references
    model calibration
    0 references
    global optimization
    0 references
    parallel computing
    0 references
    0 references
    0 references