Results 81 to 90 of about 690,121 (120)
Explainable AI in Request-for-Quote
In the contemporary financial landscape, accurately predicting the probability of filling a Request-For-Quote (RFQ) is crucial for improving market efficiency for less liquid asset classes.
Zhou, Qiqin
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On Designs of Radix Converters Using Arithmetic Decompositions--Binary to Decimal Converters--
IEEE International Symposium on Multiple-Valued Logic, 2006 Y. Iguchi, Tsutomu Sasao, M. Matsuura
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Calibrating the Heston Model with Deep Differential Networks
We propose a gradient-based deep learning framework to calibrate the Heston option pricing model (Heston, 1993). Our neural network, henceforth deep differential network (DDN), learns both the Heston pricing formula for plain-vanilla options and the ...
Amici, Giovanni +2 more
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Exploring complex adaptive financial trading environments through multi-agent based simulation methods presents an innovative approach within the realm of quantitative finance.
Vidler, Alicia, Walsh, Toby
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Pricing and calibration in the 4-factor path-dependent volatility model
We consider the path-dependent volatility (PDV) model of Guyon and Lekeufack (2023), where the instantaneous volatility is a linear combination of a weighted sum of past returns and the square root of a weighted sum of past squared returns.
Gazzani, Guido, Guyon, Julien
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Deep Hedging with Market Impact
Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement Learning (RL ...
Godin, Frédéric +3 more
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A Path Integral Approach for Time-Dependent Hamiltonians with Applications to Derivatives Pricing
We generalize a semi-classical path integral approach originally introduced by Giachetti and Tognetti [Phys. Rev. Lett. 55, 912 (1985)] and Feynman and Kleinert [Phys. Rev.
Capriotti, Luca, Stedman, Mark
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Semi-Closed Form Cubature and Applications to Financial Diffusion Models. [PDF]
, 2013 Bayer, C., Friz, P., Loeffen, R.L.
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Technologies, 2023
This comprehensive survey explored the evolving landscape of generative Artificial Intelligence (AI), with a specific focus on the recent technological breakthroughs and the gathering advancements toward possible Artificial General Intelligence (AGI). It
Timothy R. McIntosh +4 more
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This comprehensive survey explored the evolving landscape of generative Artificial Intelligence (AI), with a specific focus on the recent technological breakthroughs and the gathering advancements toward possible Artificial General Intelligence (AGI). It
Timothy R. McIntosh +4 more
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Financial inclusion and poverty: evidence from developing economies
International Journal of Social Economics, 2023PurposeThis paper examines the impact of financial inclusion on poverty through access to mobile money in developing economies.Design/methodology/approachThe authors employ the principal component analysis to construct an index of financial inclusion ...
Eunice Stella Nyarko +2 more
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