SSRNML & AI Methods
Market Model Calibration via Neural Network
Faster Efficiency: Machine learning can streamline the calibration of market models, reducing computational time and increasing practicality, with a new approach allowing model parameters to evolve as a stochastic process for a robust training set.
Featured in No. 37 on 14 Feb 2024 · 40 days after release · 0 citations today
- Released
- 5 Jan 2024
- First featured
- No. 37 · 14 Feb 2024
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4724549
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