Neural Calibration of a Complete Market Model

By Andrea Molent, Michel Vellekoop

Published 2026-08-31

Everscope rating

1949.9

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Neural Tree Deformation with Penalized Optimization. Problem types: Optimization, Regression, Calibration / Inverse Problem, Pricing and Hedging.

arXiv:2608.30867 · Paper rankings

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