Applying Deep Learning to Calibrate Stochastic Volatility Models.

Abir Sridi Paul Bilokon

Published in: CoRR (2023)

Keyphrases

deep learning
probabilistic model
unsupervised feature learning
multiscale
semi supervised
decision support system
model selection
machine learning
information retrieval
decision making
reinforcement learning
object detection
graphical models
restricted boltzmann machine
deep belief networks
deep architectures