[1] Deep Joint Learning valuation of Bermudan Swaptions百慕大群岛期权的深度联合学习评估来源:ARXIV_20240418[2] RD2BenchRD2基准来源:ARXIV_20240418
[1] Deep Joint Learning valuation of Bermudan Swaptions
标题:百慕大群岛期权的深度联合学习评估作者:Francisco Gómez Casanova, Álvaro Leitao, Fernando de Lope Contreras, Carlos Vázquez来源:ARXIV_20240418Abstract : This paper addresses the problem of pricing involved financial derivatives by means of advanced of deep learning techniques. More precisely, we smartly combine several sophisticated neural network based concepts like differential machine learning, Monte Carlo simulation like training samples and joint learning to come up with an efficient numerical solution. The application of the latter development represents a novelty in the......(摘要翻译及全文见知识星球)Keywords :
[2] RD2Bench
标题:RD2基准作者:Haotian Chen, Xinjie Shen, Zeqi Ye, Xiao Yang, Xu Yang, Weiqing Liu, Jiang Bian来源:ARXIV_20240418Abstract : The progress of humanity is driven by those successful discoveries accompanied by countless failed experiments. Researchers often seek the potential research directions by reading and then verifying them through experiments. The process imposes a significant burden on researchers. In the past decade, the data driven black box deep learning method demonstrates its effectiveness in a wide range of real world scenarios,......(摘要翻译及全文见知识星球)Keywords :
