Option Valuation through Deep Learning of Transition Probability Density.
Haozhe SuMichael V. TretyakovDavid P. NewtonPublished in: CoRR (2021)
Keyphrases
- deep learning
- probability density
- density estimation
- probability density function
- gaussian mixture model
- random variables
- unsupervised learning
- probability distribution
- gaussian mixture
- density function
- machine learning
- mental models
- mixture model
- maximum likelihood estimation
- graphical models
- markov random field
- weakly supervised
- image processing