Neural networks can detect model-free static arbitrage strategies

DOI10.1007/S00245-024-10184-9MaRDI QIDQ6622697FDOQ6622697

Authors: Ariel Neufeld, Julian Sester 

Publication date: 22 October 2024

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

deep learningconvex optimizationmodel-free financestatic arbitrage

Mathematics Subject Classification ID

Convex programming (90C25) Artificial neural networks and deep learning (68T07) Financial markets (91G15) Financial applications of other theories (91G80)

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