A neural network implementation can be a nice addition to a Python programmer's skill set. If you're new to Python, examining a neural network implementation is a great way to learn the language. One ...
New research paper titled “Neural sampling machine with stochastic synapse allows brain-like learning and inference” from University of Notre Dame and Department of Cognitive Sciences, University of ...
This paper examines the application of various stochastic volatility models to real data and demonstrates their effectiveness in calibrating a wide range of options, including those with short-term ...
(Nanowerk News) Researchers at Tohoku University and the University of California, Santa Barbara have shown a proof-of-concept of energy-efficient computer compatible with current artificial ...
It shows the schematic of the physics-informed neural network algorithm for pricing European options under the Heston model. The market price of risk is taken to be λ=0. Automatic differentiation is ...