随机神经网络用于大致波动

Antoine Jacquier1,2, Žan Žurič1

  • 1Department of Mathematics, Imperial College London, London, UK.

Applied mathematics and optimization
|March 10, 2026
PubMed
概括

我们开发了一个深度学习算法来解决复杂的金融数学问题. 这种新的储存神经网络方法为粗略的波动性建模提供了强大而理论上健全的方法.

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