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Application of Tensor Neural Networks to Pricing Bermudan Swaptions.

Raj G. PatelTomas DominguezMohammad DibSamuel PalmerAndrea CadarsoFernando De Lope ContrerasAbdelkader RatnaniFrancisco Gomez CasanovaSenaida Hernández-SantanaÁlvaro Díaz FernándezEva AndrésJorge Luis-HitaEscolástico Sánchez-MartínezSamuel MugelRoman Orus
Published in: CoRR (2023)
Keyphrases
  • neural network
  • pattern recognition
  • database
  • genetic algorithm
  • information systems
  • recurrent neural networks
  • computer vision
  • knowledge base
  • image sequences
  • decision support
  • high order
  • neural network model