Special issue on machine learning in finance
Fuente:
Wiley Open Access
Saved in:
| Main Authors: | Christa Cuchiero, Ruimeng Hu, Sara Svaluto‐Ferro, Renyuan Xu |
|---|---|
| Format: | Artículo Open Access |
| Published: |
Wiley
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Joint calibration to SPX and VIX options with signature‐based models
by: Christa Cuchiero, et al.
Published: (2024)
by: Christa Cuchiero, et al.
Published: (2024)
Signature SDEs from an affine and polynomial perspective
by: Cuchiero, Christa, et al.
Published: (2023)
by: Cuchiero, Christa, et al.
Published: (2023)
Joint calibration to SPX and VIX options with signature-based models
by: Cuchiero, Christa, et al.
Published: (2023)
by: Cuchiero, Christa, et al.
Published: (2023)
Local signature-based expansions
by: Bandi, Federico M., et al.
Published: (2025)
by: Bandi, Federico M., et al.
Published: (2025)
Holomorphic jump-diffusions
by: Cuchiero, Christa, et al.
Published: (2024)
by: Cuchiero, Christa, et al.
Published: (2024)
Functional Itô-formula and Taylor expansions for non-anticipative maps of càdlàg rough paths
by: Cuchiero, Christa, et al.
Published: (2025)
by: Cuchiero, Christa, et al.
Published: (2025)
Signature Methods in Stochastic Portfolio Theory
by: Cuchiero, Christa, et al.
Published: (2023)
by: Cuchiero, Christa, et al.
Published: (2023)
Model-free Analysis of Dynamic Trading Strategies
by: Ananova, Anna, et al.
Published: (2020)
by: Ananova, Anna, et al.
Published: (2020)
Modeling Stochastic Multi-Agent Interaction in Intraday Battery Energy Storage Dispatch with Market Power
by: Hu, Ruimeng, et al.
Published: (2026)
by: Hu, Ruimeng, et al.
Published: (2026)
Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure
by: Chen, Minshuo, et al.
Published: (2025)
by: Chen, Minshuo, et al.
Published: (2025)
Robust financial calibration: a Bayesian approach for neural SDEs
by: Cuchiero, Christa, et al.
Published: (2024)
by: Cuchiero, Christa, et al.
Published: (2024)
Quasi-sure essential supremum and applications to finance
by: Carassus, Laurence
Published: (2021)
by: Carassus, Laurence
Published: (2021)
Global universal approximation of functional input maps on weighted spaces
by: Cuchiero, Christa, et al.
Published: (2023)
by: Cuchiero, Christa, et al.
Published: (2023)
Schrödinger bridge for generative AI: Soft-constrained formulation and convergence analysis
by: Ma, Jin, et al.
Published: (2025)
by: Ma, Jin, et al.
Published: (2025)
A second order finite volume IMEX Runge-Kutta scheme for two dimensional PDEs in finance
by: López-Salas, J. G., et al.
Published: (2024)
by: López-Salas, J. G., et al.
Published: (2024)
Polynomial Volterra processes
by: Jaber, Eduardo Abi, et al.
Published: (2024)
by: Jaber, Eduardo Abi, et al.
Published: (2024)
Optimal stopping and divestment timing under scenario ambiguity and learning
by: Mazzon, Andrea, et al.
Published: (2024)
by: Mazzon, Andrea, et al.
Published: (2024)
SPX-VIX Risk Computations Via Perturbed Optimal Transport
by: Che, Charlie, et al.
Published: (2026)
by: Che, Charlie, et al.
Published: (2026)
Generative modelling of financial time series with structured noise and MMD-based signature learning
by: Lu, Chung I, et al.
Published: (2024)
by: Lu, Chung I, et al.
Published: (2024)
Equilibrium Policy on Dividend and Capital Injection under Time-inconsistent Preferences
by: Hu, Sang, et al.
Published: (2025)
by: Hu, Sang, et al.
Published: (2025)
A deep learning-driven iterative scheme for high-dimensional HJB equations in portfolio selection with exogenous and endogenous costs
by: Yan, Dong, et al.
Published: (2025)
by: Yan, Dong, et al.
Published: (2025)
ajdmom: A Python Package for Deriving Moment Formulas of Affine Jump Diffusion Processes
by: Wu, Yan-Feng, et al.
Published: (2024)
by: Wu, Yan-Feng, et al.
Published: (2024)
Density Approximation of Affine Jump Diffusions via Closed-Form Moment Matching
by: Wu, Yan-Feng, et al.
Published: (2025)
by: Wu, Yan-Feng, et al.
Published: (2025)
Malliavin calculus for signatures with applications to finance
by: Jaber, Eduardo Abi, et al.
Published: (2026)
by: Jaber, Eduardo Abi, et al.
Published: (2026)
Mean Field Game of High-Frequency Anticipatory Trading
by: Cheng, Xue, et al.
Published: (2024)
by: Cheng, Xue, et al.
Published: (2024)
An Empirical Implementation of the Shadow Riskless Rate
by: Lauria, Davide, et al.
Published: (2024)
by: Lauria, Davide, et al.
Published: (2024)
Exploratory Optimal Stopping: A Singular Control Formulation
by: Dianetti, Jodi, et al.
Published: (2024)
by: Dianetti, Jodi, et al.
Published: (2024)
Affine models with path-dependence under parameter uncertainty and their application in finance
by: Geuchen, Benedikt, et al.
Published: (2022)
by: Geuchen, Benedikt, et al.
Published: (2022)
Stochastic Price Dynamics in Response to Order Flow Imbalance: Evidence from CSI 300 Index Futures
by: Hu, Chen, et al.
Published: (2025)
by: Hu, Chen, et al.
Published: (2025)
Stratified adaptive sampling for derivative-free stochastic trust-region optimization
by: Amici, Giovanni, et al.
Published: (2026)
by: Amici, Giovanni, et al.
Published: (2026)
Simulation of square-root processes made simple: applications to the Heston model
by: Jaber, Eduardo Abi
Published: (2024)
by: Jaber, Eduardo Abi
Published: (2024)
On the Hull-White model with volatility smile for Valuation Adjustments
by: van der Zwaard, T., et al.
Published: (2024)
by: van der Zwaard, T., et al.
Published: (2024)
Watanabe's expansion: A Solution for the convexity conundrum
by: García-Lorite, David, et al.
Published: (2024)
by: García-Lorite, David, et al.
Published: (2024)
Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement
by: Zaugg, Nicola F., et al.
Published: (2024)
by: Zaugg, Nicola F., et al.
Published: (2024)
Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems
by: Peng, Yunfei, et al.
Published: (2024)
by: Peng, Yunfei, et al.
Published: (2024)
Computing the SSR
by: Friz, Peter K., et al.
Published: (2024)
by: Friz, Peter K., et al.
Published: (2024)
Reference-dependent asset pricing with a stochastic consumption-dividend ratio
by: Aquino, Luca De Gennaro, et al.
Published: (2024)
by: Aquino, Luca De Gennaro, et al.
Published: (2024)
Market information of the fractional stochastic regularity model
by: Angelini, Daniele, et al.
Published: (2024)
by: Angelini, Daniele, et al.
Published: (2024)
Boundary conditions at infinity for Black-Scholes equations
by: Tsuzuki, Yukihiro
Published: (2024)
by: Tsuzuki, Yukihiro
Published: (2024)
Reinforcement Learning in Non-Markov Market-Making
by: Lalor, Luca, et al.
Published: (2024)
by: Lalor, Luca, et al.
Published: (2024)
Similar Items
-
Joint calibration to SPX and VIX options with signature‐based models
by: Christa Cuchiero, et al.
Published: (2024) -
Signature SDEs from an affine and polynomial perspective
by: Cuchiero, Christa, et al.
Published: (2023) -
Joint calibration to SPX and VIX options with signature-based models
by: Cuchiero, Christa, et al.
Published: (2023) -
Local signature-based expansions
by: Bandi, Federico M., et al.
Published: (2025) -
Holomorphic jump-diffusions
by: Cuchiero, Christa, et al.
Published: (2024)