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pro vyhledávání: '"Weilong Fu"'
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
Publikováno v:
University of Twente Research Information (Pure Portal)
Financial time series simulation is a central topic since it extends the limited real data for training and evaluation of trading strategies. It is also challenging because of the complex statistical properties of the real financial data. We introduc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5f65b29ea9f9991dcfd34983b437d592
https://research.utwente.nl/en/publications/5583c799-e737-47f4-8f40-2b4e2335b406
https://research.utwente.nl/en/publications/5583c799-e737-47f4-8f40-2b4e2335b406