:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Han, Bingyan
Format:	Preprint
Published:	2022
Subjects:	Mathematical Finance Machine Learning
Online Access:	https://arxiv.org/abs/2203.10571
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Fitted value iteration methods for bicausal optimal transport
by: Bayraktar, Erhan, et al.
Published: (2023)

Detecting data-driven robust statistical arbitrage strategies with deep neural networks
by: Neufeld, Ariel, et al.
Published: (2022)

Distributional Reinforcement Learning on Path-dependent Options
by: Özsoy, Ahmet Umur
Published: (2025)

Scalable Signature-Based Distribution Regression via Reference Sets
by: Alden, Andrew, et al.
Published: (2024)

Anticipatory Reinforcement Learning: From Generative Path-Laws to Distributional Value Functions
by: Bloch, Daniel
Published: (2026)

Transfer Learning Across Fixed-Income Product Classes
by: Camenzind, Nicolas, et al.
Published: (2025)

Leave-one-out least squares Monte Carlo algorithm for pricing Bermudan options
by: Woo, Jeechul, et al.
Published: (2018)

Mathematics of Differential Machine Learning in Derivative Pricing and Hedging
by: Gomes, Pedro Duarte
Published: (2024)

Generative Path-Law Jump-Diffusion: Sequential MMD-Gradient Flows and Generalisation Bounds in Marcus-Signature RKHS
by: Bloch, Daniel
Published: (2026)

Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure
by: Chen, Minshuo, et al.
Published: (2025)

Dynamic graph neural networks for enhanced volatility prediction in financial markets
by: Kumar, Pulikandala Nithish, et al.
Published: (2024)

Automated regime classification in multidimensional time series data using sliced Wasserstein k-means clustering
by: Luan, Qinmeng, et al.
Published: (2023)

Chaotic Hedging with Iterated Integrals and Neural Networks
by: Neufeld, Ariel, et al.
Published: (2022)

Prediction Markets as Bayesian Inverse Problems: Uncertainty Quantification, Identifiability, and Information Gain from Price-Volume Histories under Latent Types
by: Madrigal-Cianci, Juan Pablo, et al.
Published: (2026)

Statistical Arbitrage in Rank Space
by: Li, Y. -F., et al.
Published: (2024)

Approximating intractable short ratemodel distribution with neural network
by: Knezevic, Anna, et al.
Published: (2019)

A Topological Approach to Parameterizing Deep Hedging Networks
by: Das, Alok, et al.
Published: (2025)

Exploratory Utility Maximization Problem with Tsallis Entropy
by: Ziyi, Chen, et al.
Published: (2025)

Learning Time-Inhomogeneous Markov Dynamics in Financial Time Series via Neural Parameterization
by: Rovirosa, Jan, et al.
Published: (2026)

Universal randomised signatures for generative time series modelling
by: Biagini, Francesca, et al.
Published: (2024)

COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning
by: Wang, Zian, et al.
Published: (2024)

Selective Forgetting in Option Calibration: An Operator-Theoretic Gauss-Newton Framework
by: Özsoy, Ahmet Umur
Published: (2025)

A Deep Learning-Based Method for Fully Coupled Non-Markovian FBSDEs with Applications
by: Molla, Hasib Uddin, et al.
Published: (2025)

Rough Path Signatures: Learning Neural RDEs for Portfolio Optimization
by: Alzahrani, Ali Atiah
Published: (2025)

SigMA: Path Signatures and Multi-head Attention for Learning Parameters in fBm-driven SDEs
by: Wu, Xianglin, et al.
Published: (2025)

Yield Curves Dynamics Using Variational Autoencoders Under No-arbitrage
by: Luo, Fusheng, et al.
Published: (2026)

Inspectable Neural Markov Models for Non-Stationary Time Series
by: Rovirosa, Jan, et al.
Published: (2026)

Multi-Agent Reinforcement Learning for Greenhouse Gas Offset Credit Markets
by: Welsh, Liam, et al.
Published: (2025)

Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics
by: Chen, Yuling Max, et al.
Published: (2025)

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling
by: Buehler, Hans, et al.
Published: (2025)

Neural Term Structure of Additive Process for Option Pricing
by: Lin, Jimin, et al.
Published: (2024)

Neural networks can detect model-free static arbitrage strategies
by: Neufeld, Ariel, et al.
Published: (2023)

Enhancing a Risk Model by Adding Transient Statistical Factors
by: Tzikas, Alexandros E., et al.
Published: (2026)

Mean-Variance Portfolio Selection in Long-Term Investments with Unknown Distribution: Online Estimation, Risk Aversion under Ambiguity, and Universality of Algorithms
by: Lam, Duy Khanh
Published: (2024)

Universal approximation with signatures of non-geometric rough paths
by: Ceylan, Mihriban, et al.
Published: (2026)

Global universality via discrete-time signatures
by: Ceylan, Mihriban, et al.
Published: (2026)

Global universal approximation with Brownian signatures
by: Ceylan, Mihriban, et al.
Published: (2025)

Off-the-Shelf Neural Network Architectures for Forex Time Series Prediction come at a Cost
by: Zafeiriou, Theodoros, et al.
Published: (2024)

A note on robust convex risk measures
by: Righi, Marcelo, et al.
Published: (2024)

Optimal information acquisition for eliminating estimation risk
by: Liang, Zongxia, et al.
Published: (2024)