Machine Learning In Finance Teichmann
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We represent hawkes process and their volterra long term limits, which have recently been used as rough variance processes, functionals of infin.
Quantitative finance seminars @ sns prof. Science in perspective am dgess, eth zürich. The talk is based on paper “deep learning volatility" (with aitor muguruza and mehdi tomas) available arxiv.
Luciano campi, london school of economics nonzerosum stochastic differential games with impulse controls. Machine learning in mathematical finance talk at the 3rd workshop on understanding diversity of financial risk methods for as.
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