Search Results for author: Daran Xu

Found 2 papers, 2 papers with code

TrafficFlowGAN: Physics-informed Flow based Generative Adversarial Network for Uncertainty Quantification

1 code implementation • 19 Jun 2022 • Zhaobin Mo, Yongjie Fu, Daran Xu, Xuan Di

TrafficFlowGAN adopts a normalizing flow model as the generator to explicitly estimate the data likelihood.

Generative Adversarial Network Uncertainty Quantification

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Deep Learning Algorithms for Hedging with Frictions

2 code implementations • 2 Nov 2021 • Xiaofei Shi, Daran Xu, Zhanhao Zhang

This work studies the deep learning-based numerical algorithms for optimal hedging problems in markets with general convex transaction costs on the trading rates, focusing on their scalability of trading time horizon.

Time Series Analysis Transfer Learning

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Code

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