Search Results for author: Gangnan Yuan

Found 3 papers, 0 papers with code

A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-dimensional American Options

no code implementations13 Nov 2023 Jirong Zhuang, Deng Ding, Weiguo Lu, Xuan Wu, Gangnan Yuan

In this work, we present a novel machine learning approach for pricing high-dimensional American options based on the modified Gaussian process regression (GPR).

GPR regression +1

An Efficient 1 Iteration Learning Algorithm for Gaussian Mixture Model And Gaussian Mixture Embedding For Neural Network

no code implementations18 Aug 2023 Weiguo Lu, Xuan Wu, Deng Ding, Gangnan Yuan

We propose an Gaussian Mixture Model (GMM) learning algorithm, based on our previous work of GMM expansion idea.

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