Lecture Computational Finance 2 / Appl. Math. Fin. 23-1: Levenberg-Marquardt Optimizer

preview_player
Показать описание
Lecture on Computational Finance 2 / Applied Mathematical Finance and its Object Oriented Implementation. Session 23 Part 1: Levenberg-Marquardt Optimizer

A short session on the Levenberg-Marquardt Optimizer.

- Levenberg-Marquardt Optimizer

- Motivation: Calibration
- Tikhonov Regularization
- Levenberg-Marquardt Algorithm
- Java Code
  1. finmath
  2. computational finance
  3. mathematical finance
  4. model calibration
  5. Levenberg-Marquardt
  6. optimization
Рекомендации по теме
Lecture 2022-2 (02): 1:34:54

Lecture 2022-2 (02): Comp. Fin. 2 / Applied Mathematical Finance: Interest Rates (Part 1/2)

Lecture Computational Finance 1:11:17

Lecture Computational Finance 2 / Appl. Math. Finance 00: Aim of the Lecture and Recap

Lecture 2021-2: Appl. 0:08:12

Lecture 2021-2: Appl. Math. Fin./Computational Finance 2 (-1): Prolog: Aim of the Lecture

Computational Finance - 1:32:35

Computational Finance - Lecture 2 - Summer term 2019

Computational Finance: Lecture 1:41:38

Computational Finance: Lecture 2/14 (Stock, Options and Stochastics)

Lecture Computational Finance 1:32:04

Lecture Computational Finance 2 / Appl. Math. Fin. 01: Algorithmic / Automatic Differentiation (1)

Lecture 2021-2: Appl. 1:03:46

Lecture 2021-2: Appl. Math. Fin./Computational Finance 2 (01): Interest Rate Structures 1/4

Lecture 2022-2 (30): 0:34:26

Lecture 2022-2 (30): Comp. Fin. 2 / Applied Mathematical Finance: Interest Rate Model Calibration 7

CA Foundation 2025 0:37:53

CA Foundation 2025 Maths: Simple Interest Mathematics for Finance | L-2 Part 2 By CA Nishant Kumar

Lecture 2022-2 (01): 1:13:46

Lecture 2022-2 (01): Comp. Fin. 2 / Applied Mathematical Finance: Recapitulation of Foundations

Lecture 2022-2 (28): 1:02:57

Lecture 2022-2 (28): Comp. Fin. 2 / Applied Mathematical Finance: Interest Rate Model Calibration 5

Lecture 2022-2 (08): 0:41:47

Lecture 2022-2 (08): Comp. Fin. 2 / Applied Mathematical Finance: Analytic Quanto Caplet

Computational Finance: Lecture 1:19:16

Computational Finance: Lecture 1/14 (Introduction and Overview of Asset Classes)

Lecture 2022-2 (00): 0:05:57

Lecture 2022-2 (00): Comp. Fin. 2 / Applied Mathematical Finance: Prolog

Computational Finance - 1:07:42

Computational Finance - Summer Term 2021 - Lecture 2

Lecture 2022-2 (29): 0:45:19

Lecture 2022-2 (29): Comp. Fin. 2 / Applied Mathematical Finance: Interest Rate Model Calibration 6

Lecture 2022-2 (03): 0:49:15

Lecture 2022-2 (03): Comp. Fin. 2 / Applied Mathematical Finance: Interest Rates (Part 2/2)

Lecture Computational Finance 0:58:34

Lecture Computational Finance / Numerical Methods 01: Computer Arithmetic (1/2): integers, IEEE 754

Lecture Computational Finance 1:07:29

Lecture Computational Finance 2 / Appl. Math. Fin. 11:Interest Rate Models: Valuation of a Quanto

Computational Finance - 1:19:16

Computational Finance - Summer term 2018 - Lecture 2

Lecture 2021-2: Appl. 0:53:58

Lecture 2021-2: Appl. Math. Fin./Computational Finance 2 (03): Interest Rate Structures 3/4

Lecture 2021-2: Appl. 1:02:01

Lecture 2021-2: Appl. Math. Fin./Computational Finance 2 (00): Recapitulation of Numerical Methods

Lecture 2021-2: Appl. 0:18:23

Lecture 2021-2: Appl. Math. Fin./Computational Finance 2 (02): Interest Rate Structures 2/4

Lecture Computational Finance 1:23:58

Lecture Computational Finance 2 / Appl. Math. Fin. 08: Interest Rate Products (1)