Sebastian Del Bano Rollin

Publication Activity (10 Years)

Years Active: 2014-2017
Publications (10 Years): 1

Top Topics

Hybrid Neural Network

Feed Forward Neural Networks

Stochastic Model

Top Venues

Eur. J. Oper. Res.

Publications

Yiran Cui, Sebastian Del Bano Rollin, Guido Germano
Full and fast calibration of the Heston stochastic volatility model. Eur. J. Oper. Res. 263 (2) (2017)
Mininder Sethi, Philip C. Treleaven, Sebastian Del Bano Rollin
Beating the S&P 500 index - A successful neural network approach. IJCNN (2014)