A neural network-based framework for financial model calibration

23 April 2019

Papers citing "A neural network-based framework for financial model calibration"

7 / 7 papers shown

Title
Enhancing Financial Market Predictions: Causality-Driven Feature Selection Wenhao Liang Zhengyang Li Weitong Chen AIFin 41 0 0 02 Aug 2024
Universal randomised signatures for generative time series modelling Francesca Biagini Lukas Gonon Niklas Walter 40 4 0 14 Jun 2024
Meta-Calibration: Learning of Model Calibration Using Differentiable Expected Calibration Error Ondrej Bohdal Yongxin Yang Timothy M. Hospedales UQCV OOD 37 21 0 17 Jun 2021
Robust pricing and hedging via neural SDEs Patryk Gierjatowicz Marc Sabate Vidales David Siska Lukasz Szpruch Zan Zuric 9 34 0 08 Jul 2020
On Calibration Neural Networks for extracting implied information from American options Shuaiqiang Liu Álvaro Leitao Anastasia Borovykh C. Oosterlee 6 3 0 31 Jan 2020
Deep Smoothing of the Implied Volatility Surface Damien Ackerer Natasa Tagasovska Thibault Vatter 26 34 0 12 Jun 2019
Unbiased deep solvers for linear parametric PDEs Marc Sabate Vidales David Siska Lukasz Szpruch OOD 24 7 0 11 Oct 2018