A Deep Learning Approach to Data-Driven Model-Free Pricing and to Martingale Optimal Transport.

Ariel Neufeld Julian Sester

Published in: IEEE Trans. Inf. Theory (2023)

Keyphrases

model free
deep learning
data driven
reinforcement learning
unsupervised learning
unsupervised feature learning
function approximation
policy iteration
data mining
image processing
weakly supervised
decision trees
object detection
supervised learning
mental models