Zobrazeno 1 - 10
of 42
pro vyhledávání: '"Ali Hirsa"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4e79e4cefad0c65604c1d8afce2cce0c
https://doi.org/10.2139/ssrn.4400158
https://doi.org/10.2139/ssrn.4400158
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b13236741687955148aae1ca45d89517
https://doi.org/10.2139/ssrn.4436113
https://doi.org/10.2139/ssrn.4436113
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0786d224a8f97d421c135ba57975dddf
https://doi.org/10.2139/ssrn.4335455
https://doi.org/10.2139/ssrn.4335455
Autor:
Ali Hirsa
Computational Methods in Finance is a book developed from the author's courses at Columbia University and the Courant Institute of New York University. This self-contained text is designed for graduate students in financial engineering and mathematic
We propose a framework for generating samples from a probability distribution that differs from the probability distribution of the training set. We use an adversarial process that simultaneously trains three networks, a generator and two discriminat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c935e8f45cf78334b839c08d52ce00a3
http://arxiv.org/abs/2102.04593
http://arxiv.org/abs/2102.04593
Publikováno v:
SSRN Electronic Journal.
Financial trading has been widely analyzed for decades with market participants and academics always looking for advanced methods to improve trading performance. Deep reinforcement learning (DRL), a recently reinvigorated method with significant succ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c799e9210ceed41a77b138ce773c975
https://doi.org/10.2139/ssrn.3867800
https://doi.org/10.2139/ssrn.3867800
Publikováno v:
SSRN Electronic Journal.
Artificial Intelligence (AI) has created the single biggest technology revolution the world has ever seen. For the finance sector, it provides great opportunities to enhance customer experience, democratize financial services, ensure consumer protect
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4d84a99a2a4622110a08573da0bf352d
https://doi.org/10.2139/ssrn.3795322
https://doi.org/10.2139/ssrn.3795322
Autor:
Tugce Karatas, Ali Hirsa
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ac336312da1c5c35e26d00cda88dbeb6
https://doi.org/10.2139/ssrn.3923065
https://doi.org/10.2139/ssrn.3923065
Autor:
Branka Hadji Misheva, Hanze Sun, Kin Wai Wong, Joerg Osterrieder, Wenxin Cao, Yiwen Fu, Ali Hirsa
Publikováno v:
SSRN Electronic Journal.
The CBOE Volatility Index, known by its ticker symbol VIX, is a popular measure of the market’s expected volatility on the S&P 500 Index, calculated and published by the Chicago Board Options Exchange (CBOE). It is also often referred to as the fea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::edd4f9634a19bab7d4f3d58d62887b3b
https://doi.org/10.2139/ssrn.3796351
https://doi.org/10.2139/ssrn.3796351
Autor:
Weilong Fu, Ali Hirsa
We investigate solving partial integro-differential equations (PIDEs) using unsupervised deep learning in this paper. To price options, assuming underlying processes follow Levy processes, we require to solve PIDEs. In supervised deep learning, pre-c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ef6982609b8e3b840e9034926f5b3478