Search Results for author: Haixu Wang

Found 2 papers, 1 papers with code

Option Pricing for the Variance Gamma Model: A New Perspective

no code implementations19 Jun 2023 Yuanda Chen, Zailei Cheng, Haixu Wang

The variance gamma model is a widely popular model for option pricing in both academia and industry.

Functional Nonlinear Learning

1 code implementation22 Jun 2022 Haixu Wang, Jiguo Cao

For that matter, this paper proposes a functional nonlinear learning (FunNoL) method to sufficiently represent multivariate functional data in a lower-dimensional feature space.

Representation Learning

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