Search Results for author: Antoine Didisheim

Found 3 papers, 2 papers with code

Benign Autoencoders

1 code implementation2 Oct 2022 Semyon Malamud, Teng Andrea Xu, Antoine Didisheim

Recent progress in Generative Artificial Intelligence (AI) relies on efficient data representations, often featuring encoder-decoder architectures.

Dimensionality Reduction

Deep Regression Ensembles

no code implementations10 Mar 2022 Antoine Didisheim, Bryan Kelly, Semyon Malamud

Each layer of DRE has two components, randomly drawn input weights and output weights trained myopically (as if the final output layer) using linear ridge regression.

regression

Deep Structural Estimation: With an Application to Option Pricing

1 code implementation18 Feb 2021 Hui Chen, Antoine Didisheim, Simon Scheidegger

We propose a novel structural estimation framework in which we train a surrogate of an economic model with deep neural networks.

Cannot find the paper you are looking for? You can Submit a new open access paper.