Sarp Kaya - Dokumente zum Namen - alle Infos bei Yasni.de

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Deep Option Pricing - Term Structure Models by Joerg Kienitz, Sarp...

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von J Kienitz · · Zitiert von: 3 — Kienitz, Joerg and Acar, Sarp Kaya and Liang, Qian and Nowaczyk, Nikolai, Deep Option Pricing - Term Structure Models (December 4, 2019). › sol3 › pap...

How Deep are Financial Models? by Nikolai Nowaczyk, Joerg Kienitz,...

papers.ssrn.com

Deep learning is a powerful tool, which is becoming increasingly popular in financial modeling. However, model validation requirements such as SR pose a si

Dynamic Initial Margin Estimation Based on Quantiles of Johnson...

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Sarp Kaya Acar. Quaternion Risk Management. Date Written: September 24, Abstract. The estimation of dynamic initial margin (DIM) for ...

Phys. Rev. B 87, (2013) - Identification of the electronic...

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Sarp Kaya, Toyli Anniyev, Hirohito Ogasawara, and Anders Nilsson. Phys. Rev. B 87, – Published 13 May

The CV Makes the Difference – Control Variates for Neural Networks by...

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We consider the application of a control variate technique for Deep Learning. In analogy to applications for Monte Carlo simulation or Fourier integration metho

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Dokumente zum Namen Sarp Kaya

Deep Option Pricing - Term Structure Models by Joerg Kienitz, Sarp...

How Deep are Financial Models? by Nikolai Nowaczyk, Joerg Kienitz,...

Dynamic Initial Margin Estimation Based on Quantiles of Johnson...

Phys. Rev. B 87, (2013) - Identification of the electronic...

The CV Makes the Difference – Control Variates for Neural Networks by...