A neural network-based framework for financial model calibration.
Shuaiqiang LiuAnastasia BorovykhLech A. GrzelakCornelis W. OosterleePublished in: CoRR (2019)
Keyphrases
- modeling framework
- experimental data
- probabilistic model
- computational model
- theoretical framework
- high level
- formal model
- theoretical foundation
- conceptual model
- neural network
- generic model
- conceptual framework
- bayesian framework
- unified model
- mathematical framework
- cost function
- decision making
- mathematical model
- theoretical analysis
- em algorithm
- management system
- probability distribution
- computational framework
- decision model
- prior knowledge
- recommender systems
- video sequences