Arbitrage-free neural-SDE market models

preview_player
Показать описание
Samuel Cohen, University of Oxford
October 27th, 2021
  1. Fields Institute
Рекомендации по теме
Arbitrage-free neural-SDE market 1:00:06

Arbitrage-free neural-SDE market models

Risk Management of 0:54:00

Risk Management of Option Books with Arbitrage-Free Neural-SDE Market Models (SIAM FME)

SDE-Net: Equipping Deep 0:03:11

SDE-Net: Equipping Deep Neural Networks with Uncertainty Estimates

neural sde demo 0:23:18

neural sde demo for deep skies fermilab

Liuren Wu -- 1:14:15

Liuren Wu -- Limits of Arbitrage and Primary Risk Taking in Derivatives

Options Pricing via 0:49:41

Options Pricing via Neural SDEs and Martingale Pricing Theory - 28 May 2021, Timothy DeLise

Volatility Forecasting using 1:21:30

Volatility Forecasting using Neural SDEs & NLP Models in Finance

Semi-Parametric Pricing and 1:02:15

Semi-Parametric Pricing and Hedging of Barrier-Style Claims on Price and Volatility

Gradient Flows, Stochastic 1:08:27

Gradient Flows, Stochastic Control and Robust pricing and hedging via neural SDEs

T-8 Stock Market 0:59:11

T-8 Stock Market Prediction Using Neural Networks

Neural SDEs, Deep 1:07:43

Neural SDEs, Deep Learning and Stochastic Control

Neural SDEs: Deep 1:20:05

Neural SDEs: Deep Generative Models in the Diffusion Limit - Maxim Raginsky

Securities Lending - 0:31:14

Securities Lending - Fair Distribution Algorithms

Neural Differential Equations 0:29:56

Neural Differential Equations for Timeseries Forecasting in Julia – Stephan Sahm

TOP 4 Application 0:42:57

TOP 4 Application of Machine Learning (AI) for Marketing and Growth in 2022

HKML S5E2 - 0:47:04

HKML S5E2 - Optiver Realized Volatility Prediction competition by Caleb Yung, Kaggle Expert

Deep Learning (Rough) 0:25:37

Deep Learning (Rough) Volatility - Blanka Horvath, Kings College London

Eduardo Abi Jaber 1:55:51

Eduardo Abi Jaber and Christian Bayer - 'Non-Markovian models in finance' 3/3

mod11lec53 0:34:48

mod11lec53

Quantitative Finance: Toward 1:01:17

Quantitative Finance: Toward A General Framework for Modelling Roll-Over Risk

Programming for AI 1:19:35

Programming for AI (AI504, Fall 2020), Class 14: Neural Ordinary Differential Equations

Research in Options 0:34:05

Research in Options 2019 - Julien Guyon - The Joint S&P 500/VIX Smile Calibration Puzzle Solved...

Algorithmic Training Certificate 1:10:25

Algorithmic Training Certificate Information Session - February 2024

Some remarks on 0:56:35

Some remarks on functionally generated portfolios by Johannes Ruf