New research addresses fundamental issues with ANN approximation of pricing models
Addressing model calibration and the issue of no-arbitrage in a deep learning approach
Deep learning is opening up new frontiers in financial engineering and risk management
In this paper, the authors study an evolutionary framework for the optimization of various types of neural network structures and parameters.
Energy firms explore how artificial intelligence can boost returns
Standard Chartered quant proposes machine-learning technique to better capture rate dynamics
Quant speaks of collaboration with Nasa and machine-learning algos for yield curves
Artificial neural networks can replace PCA for yield curves analysis