Pricing options on flow forwards by neural networks in Hilbert space.
Fred Espen BenthNils DeteringLuca GalimbertiPublished in: CoRR (2022)
Keyphrases
- support vector
- hilbert space
- kernel function
- neural network
- von neumann
- loss function
- feature maps
- reproducing kernel hilbert space
- infinite dimensional
- scale spaces
- pattern recognition
- finite dimensional
- convex sets
- euclidean space
- multivariate time series
- continuous functions
- back propagation
- artificial neural networks
- multilayer perceptron
- feed forward
- kernel principal component analysis
- flow field
- real valued
- distance measure