no code implementations • 22 Apr 2024 • Paulo Yanez Sarmiento, Simon Witzke, Nadja Klein, Bernhard Y. Renard
Our approach enforces sparsity directly by pruning the relevance propagation for the different layers.
no code implementations • 14 Feb 2020 • Antonis Papapantoleon, Paulo Yanez Sarmiento
We are interested in the existence of equivalent martingale measures and the detection of arbitrage opportunities in markets where several multi-asset derivatives are traded simultaneously.
