A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options.
Kristoffer AnderssonCornelis W. OosterleePublished in: Appl. Math. Comput. (2021)
Keyphrases
- deep learning
- high dimensional
- unsupervised learning
- unsupervised feature learning
- dimensionality reduction
- machine learning
- data points
- restricted boltzmann machine
- weakly supervised
- higher order
- high dimensional data
- maximum likelihood
- mental models
- sparse coding
- text mining
- active learning
- feature space
- computer vision