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~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Quantitative finance"
~language:"eng"
~type:"article"
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Search: subject_exact:"Neuronale Netze"
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SABR equipped with AI wings
Funahashi, Hideharu
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 229-249
Persistent link: https://www.econbiz.de/10014232624
Saved in:
2
Integrating prediction in mean-variance portfolio optimization
Butler, Andrew
;
Kwon, Roy H.
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 429-452
Persistent link: https://www.econbiz.de/10014232664
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3
A hybrid convolutional neural network with long short-term memory for statistical arbitrage
Eggebrecht, P.
;
Lütkebohmert-Holtz, Eva
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 595-613
Persistent link: https://www.econbiz.de/10014304278
Saved in:
4
Deep weighted Monte Carlo : a hybrid option pricing framework using neural networks
Kunsági-Máté, Sándor
;
Fáth, Gábor
;
Csabai, István
; …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 615-629
Persistent link: https://www.econbiz.de/10014304287
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5
Efficient pricing and hedging of high-dimensional American options using deep recurrent networks
Na, Andrew S.
;
Wan, Justin W. L.
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 631-651
Persistent link: https://www.econbiz.de/10014304288
Saved in:
6
What is the value of the cross-sectional approach to deep reinforcement learning?
Aboussalah, Amine Mohamed
;
Xu, Ziyun
;
Lee, Chi-Guhn
- In:
Quantitative finance
22
(
2022
)
6
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10013367887
Saved in:
7
An unsupervised deep learning approach to solving partial integro-differential equations
Fu, Weilong
;
Hirsa, Ali
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1481-1494
Persistent link: https://www.econbiz.de/10013367923
Saved in:
8
Optimal asset allocation for outperforming a stochastic benchmark target
Ni, Chendi
;
Li, Yuying
;
Forsyth, Peter A.
;
Carroll, Ray
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1595-1626
Persistent link: https://www.econbiz.de/10013367937
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9
A deep learning approach to estimating fill probabilities in a limit order book
Maglaras, Costis
;
Moallemi, Ciamac C.
;
Wang, Muye
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1989-2003
Persistent link: https://www.econbiz.de/10013490915
Saved in:
10
Deep learning volatility : a deep neural network perspective on pricing and calibration in (rough) volatility models
Horvath, Blanka Nora
;
Muguruza, Aitor
;
Tomas, Mehdi
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 11-27
Persistent link: https://www.econbiz.de/10012424629
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