Narrow search
Showing 1 - 10 of 31
Cover Image
Deep learning-based least squares forward-backward stochastic differential equation solver for high-dimensional derivative pricing
Liang, Jian; Xu, Zhe; Li, Peter - In: Quantitative finance 21 (2021) 8, pp. 1309-1323
Persistent link: https://www.econbiz.de/10012608649
Cover Image
Artificial neural network for option pricing with and without asymptotic correction
Funahashi, Hideharu - In: Quantitative finance 21 (2021) 4, pp. 575-592
Persistent link: https://www.econbiz.de/10012483840
Cover Image
A neural network enhanced volatility component model
Zhai, Jia; Cao, Yi; Liu, Xiaoquan - In: Quantitative finance 20 (2020) 5, pp. 783-797
Persistent link: https://www.econbiz.de/10012262620
Cover Image
Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network
Mulvey, John M.; Sun, Yifan; Wang, Mengdi; Ye, Jing - In: Quantitative finance 20 (2020) 8, pp. 1239-1261
Persistent link: https://www.econbiz.de/10012262660
Cover Image
Accelerated share repurchase and other buyback programs : what neural networks can bring
Guéant, Olivier; Manziuk, Iuliia; Pu, Jiang - In: Quantitative finance 20 (2020) 8, pp. 1389-1404
Persistent link: https://www.econbiz.de/10012262692
Cover Image
A neural network approach to understanding implied volatility movements
Cao, Jay; Chen, Jacky; Hull, John - In: Quantitative finance 20 (2020) 9, pp. 1405-1413
Persistent link: https://www.econbiz.de/10012295608
Cover Image
Neural network copula portfolio optimization for exchange traded funds
Zhao, Yang; Stasinakis, Charalampos; Sermpinis, Georgios; … - In: Quantitative finance 18 (2018) 5, pp. 761-775
Persistent link: https://www.econbiz.de/10011907933
Cover Image
Generative Bayesian neural network model for risk-neutral pricing of American index options
Jang, Huisu; Lee, Jaewook - In: Quantitative finance 19 (2019) 4, pp. 587-603
Persistent link: https://www.econbiz.de/10012194699
Cover Image
Encoding of high-frequency order information and prediction of short-term stock price by deep learning
Tashiro, Daigo; Matsushima, Hiroyasu; Izumi, Kiyoshi; … - In: Quantitative finance 19 (2019) 9, pp. 1499-1506
Persistent link: https://www.econbiz.de/10012194801
Cover Image
Learning multi-market microstructure from order book data
Ju, Geonhwan; Kim, Kyoung-Kuk; Lim, Dong-Young - In: Quantitative finance 19 (2019) 9, pp. 1517-1529
Persistent link: https://www.econbiz.de/10012194803