Pages that link to "Item:Q5014167"

The following pages link to Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models (Q5014167):

Displaying 21 items.

• Calibration to FX triangles of the 4/2 model under the benchmark approach (Q2145688) (← links)
• Deep calibration of financial models: turning theory into practice (Q2165392) (← links)
• Derivatives of feed-forward neural networks and their application in real-time market risk management (Q2676274) (← links)
• Applications of fractional gradient descent method with adaptive momentum in BP neural networks (Q2698250) (← links)
• From microscopic price dynamics to multidimensional rough volatility models (Q5022269) (← links)
• Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets (Q5041663) (← links)
• Deep differentiable reinforcement learning and optimal trading (Q5092657) (← links)
• An unsupervised deep learning approach to solving partial integro-differential equations (Q5092661) (← links)
• Unbiased Deep Solvers for Linear Parametric PDEs (Q5093244) (← links)
• Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations (Q5873924) (← links)
• Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders (Q6070669) (← links)
• Robustness and sensitivity analyses of rough Volterra stochastic volatility models (Q6146137) (← links)
• Boundary-safe PINNs extension: application to non-linear parabolic PDEs in counterparty credit risk (Q6157931) (← links)
• Applications of artificial neural networks to simulating Lévy processes (Q6187854) (← links)
• Reinforcement learning with dynamic convex risk measures (Q6196296) (← links)
• CBI-time-changed Lévy processes for multi-currency modeling (Q6549592) (← links)
• Approximation rates for deep calibration of (rough) stochastic volatility models (Q6606848) (← links)
• A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets (Q6619588) (← links)
• On the latent dimension of deep autoencoders for reduced order modeling of PDEs parametrized by random fields (Q6624464) (← links)
• A gradient-based calibration method for the Heston model (Q6625126) (← links)
• Deep calibration with random grids (Q6657700) (← links)