Neural conformal inference for jump diffusion processes
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Cites work
- Approximate Bayesian computation: a nonparametric perspective
- Bayesianly justifiable and relevant frequency calculations for the applied statistician
- Deep neural networks for estimation and inference
- Distribution-free predictive inference for regression
- Estimating jump-diffusions using closed-form likelihood expansions
- Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
- Exact Monte Carlo likelihood-based inference for jump-diffusion processes
- Exact simulation of diffusions
- scientific article; zbMATH DE number 6378127 (Why is no real title available?)
- scientific article; zbMATH DE number 2168212 (Why is no real title available?)
- Improved rates and asymptotic normality for nonparametric neural network estimators
- Localized conformal prediction: a generalized inference framework for conformal prediction
- Option pricing when underlying stock returns are discontinuous
- Parameter estimation and bias correction for diffusion processes
- Simulation and inference for stochastic differential equations. With R examples.
- Testing for jumps in a discretely observed process
- Testing for the presence of jump components in jump diffusion models
- The frontier of simulation-based inference
- Transform Analysis and Asset Pricing for Affine Jump-diffusions
- Universal inference
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