no code implementations • 24 May 2023 • Hemanth Manjunatha, Andrey Pak, Dimitar Filev, Panagiotis Tsiotras
For this purpose, deep learning models can be used to learn compact latent representations from a stream of incoming data.
no code implementations • 18 May 2022 • Andrey Pak, Hemanth Manjunatha, Dimitar Filev, Panagiotis Tsiotras
Thus, there is a need for deep learning models that explicitly consider the temporal dependence of the data in their architecture.
no code implementations • 15 Mar 2021 • Dongming Wei, Yogi Ahmad Erlangga, Andrey Pak, Laila Zhexembay
his paper presents finite element methods for solving numerically the Risk-Adjusted Pricing Methodology (RAPM) Black-Scholes model for option pricing with transaction costs.