no code implementations • 20 Jan 2024 • Weiguo Lu, Xuan Wu, Deng Ding, Jinqiao Duan, Jirong Zhuang, Gangnan Yuan
Diffusion models (DMs) are a type of generative model that has a huge impact on image synthesis and beyond.
no code implementations • 13 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).