no code implementations • 22 May 2021 • Christian Bender, Sebastian Ferrando, Alfredo Gonzalez
Starting solely with a set of possible prices for a traded asset $S$ (in infinite discrete time) expressed in units of a numeraire, we explain how to construct a Daniell type of integral representing prices of integrable functions depending on the asset.
no code implementations • ACL 2021 • Christopher Schröder, Kim Bürgl, Yves Annanias, Andreas Niekler, Lydia Müller, Daniel Wiegreffe, Christian Bender, Christoph Mengs, Gerik Scheuermann, Gerhard Heyer
In total, we process nine categories and actively learn their representation in our dataset.