Shuaiqiang Liu

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 9

Top Topics

Monte Carlo Simulation

Stochastic Differential Equations

Top Venues

Int. J. Comput. Math.

Publications

Evangelia Dragazi, Shuaiqiang Liu, Antonis Papapantoleon
Improved model-free bounds for multi-asset options using option-implied information and deep learning. CoRR (2024)
Shuaiqiang Liu, Graziana Colonna, Lech A. Grzelak, Cornelis W. Oosterlee
GPU acceleration of the Seven-League Scheme for large time step simulations of stochastic differential equations. CoRR (2023)
Fei Gao, Shuaiqiang Liu, Cornelis W. Oosterlee, Nico M. Temme
Evaluation of integrals with fractional Brownian motion for different Hurst indices. Int. J. Comput. Math. 100 (4) (2023)
Fei Gao, Shuaiqiang Liu, Cornelis W. Oosterlee, Nico M. Temme
Solution of integrals with fractional Brownian motion for different Hurst indices. CoRR (2022)
Jorino van Rhijn, Cornelis W. Oosterlee, Lech A. Grzelak, Shuaiqiang Liu
Monte Carlo Simulation of SDEs using GANs. CoRR (2021)
Shuaiqiang Liu, Álvaro Leitao, Anastasia Borovykh, Cornelis W. Oosterlee
On Calibration Neural Networks for extracting implied information from American options. CoRR (2020)
Shuaiqiang Liu, Lech A. Grzelak, Cornelis W. Oosterlee
The Seven-League Scheme: Deep learning for large time step Monte Carlo simulations of stochastic differential equations. CoRR (2020)
Shuaiqiang Liu, Cornelis W. Oosterlee, Sander M. Bohté
Pricing options and computing implied volatilities using neural networks. CoRR (2019)
Shuaiqiang Liu, Anastasia Borovykh, Lech A. Grzelak, Cornelis W. Oosterlee
A neural network-based framework for financial model calibration. CoRR (2019)
Chunlei Ruan, Jie Ouyang, Shuaiqiang Liu, Lin Zhang
Computer modeling of isothermal crystallization in short fiber reinforced composites. Comput. Chem. Eng. 35 (11) (2011)