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Deep learning for mortgage risk
Sadhwani, Apaar; Giesecke, Kay; Sirignano, Justin - In: Journal of financial econometrics 19 (2021) 2, pp. 313-368
Persistent link: https://www.econbiz.de/10012620055
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Risk analysis for large pools of loans
Sirignano, Justin; Giesecke, Kay - In: Management science : journal of the Institute for … 65 (2019) 1, pp. 107-121
Persistent link: https://www.econbiz.de/10011991377
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Universal features of price formation in financial markets : perspectives from deep learning
Sirignano, Justin; Cont, Rama - In: Quantitative finance 19 (2019) 9, pp. 1449-1459
Persistent link: https://www.econbiz.de/10012194797
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Mean field analysis of deep neural networks
Sirignano, Justin; Spiliopoulos, Konstantinos - In: Mathematics of operations research 47 (2022) 1, pp. 120-152
Persistent link: https://www.econbiz.de/10013364855