Model calibration with neural networks

Andres Hernandez presents a neural network approach to speed up model calibration


The speed with which the calibration of a pricing model can be performed influences the usability of that model. Andres Hernandez shows calibration can be performed significantly faster, regardless of the chosen model, using artificial neural networks; this removes calibration speed as a factor when considering a model’s usability

There are several aspects that need to be taken into account when considering the applicability of a pricing model. One that is of central

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here