Deep learning for CVA computations of large portfolios of financial derivatives.
Kristoffer AnderssonCornelis W. OosterleePublished in: Appl. Math. Comput. (2021)
Keyphrases
- deep learning
- portfolio optimization
- unsupervised learning
- unsupervised feature learning
- portfolio selection
- higher order
- machine learning
- mental models
- weakly supervised
- financial markets
- decision making
- stock market
- restricted boltzmann machine
- principal component analysis
- object detection
- d objects
- viewpoint
- deep architectures
- computer vision