A neural network-based framework for financial model calibration (Q2022121)
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scientific article; zbMATH DE number 7340557
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A neural network-based framework for financial model calibration |
scientific article; zbMATH DE number 7340557 |
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A neural network-based framework for financial model calibration (English)
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27 April 2021
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computational finance
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machine learning
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artificial neural networks
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asset pricing model
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model calibration
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global optimization
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parallel computing
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0.8207598328590393
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0.7957748174667358
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0.7475226521492004
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0.7356085777282715
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0.7346206903457642
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