Turnitin
降AI改写
早检测系统
早降重系统
Turnitin-UK版
万方检测-期刊版
维普编辑部版
Grammarly检测
Paperpass检测
checkpass检测
PaperYY检测
On deep calibration of (rough) stochastic volatility models
Incorporating prior financial domain knowledge into neural networks for implied volatility surface prediction
In this paper we develop a novel neural network model for predicting implied volatility
surface. Prior financial domain knowledge is taken into account. A new activation function …
surface. Prior financial domain knowledge is taken into account. A new activation function …
[หนังสือ][B] Fitting Local Volatility: Analytic and Numerical Approaches in Black-Scholes and Local Variance Gamma Models
A Itkin - 2020 - books.google.com
The concept of local volatility as well as the local volatility model are one of the classical
topics of mathematical finance. Although the existing literature is wide, there still exist …
topics of mathematical finance. Although the existing literature is wide, there still exist …
Harnessing quantitative finance by data-centric methods
B Horvatha, AM Gonzalezb… - Machine Learning and …, 2023 - cambridge.org
Data-centric methodology, machine learning and deep learning in particular, can greatly
facilitate various computational and modelling tasks in quantitative finance. In this chapter …
facilitate various computational and modelling tasks in quantitative finance. In this chapter …
Filling the gaps smoothly
The calibration of a local volatility models to a given set of option prices is a classical
problem of mathematical finance. It was considered in multiple papers where various …
problem of mathematical finance. It was considered in multiple papers where various …
[หนังสือ][B] Machine learning and option implied information
Y Zheng - 2018 - core.ac.uk
The thesis consists of three chapters which focus on two broad topics, applying machine
learning in finance (Chapters 1 and 2) and extracting implied information from options …
learning in finance (Chapters 1 and 2) and extracting implied information from options …