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Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks.

Namid R. StillmanRory BaggottJustin LyonJianfei ZhangDingqiu ZhuTao ChenPerukrishnen Vytelingum
Published in: CoRR (2023)
Keyphrases
  • density estimation
  • neural network
  • density estimators
  • bayesian networks
  • maximum likelihood
  • data mining
  • similarity measure
  • support vector
  • knowledge discovery
  • error bounds