---
title: Market Model Calibration via Neural Network
url: https://www.ml-quant.com/papers/ssrn/4724549/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4724549
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4724549
featured: 2024-02-14
citations: 0
topic: ML & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4724549
- Identifier: SSRN 4724549
- Released: 2024-01-05
- First featured: Quant Letter No. 37 (2024-02-14): https://www.ml-quant.com/issues/2024-02-14/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: ML & AI Methods

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