MACHINE LEARNING METHODS FOR PRICING FINANCIAL DERIVATIVES

By Lei Fan, Justin Sirignano

Published 2024-06-01

Everscope rating

1496.5

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Neural Network SDE Models. Problem types: Regression, Time Series Forecasting.

arXiv:2406.00459 · Paper rankings

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