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Found 2 papers, 1 papers with code
Non-Euclidean Conditional Expectation and Filtering
A non-Euclidean generalization of conditional expectation is introduced and characterized as the minimizer of expected intrinsic squared-distance from a manifold-valued target.
Deep Learning in a Generalized HJM-type Framework Through Arbitrage-Free Regularization
We introduce a regularization approach to arbitrage-free factor-model selection.
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