On Calibration of Mathematical Finance Models by Hypernetworks

Cite

Text

Yang and Hospedales. "On Calibration of Mathematical Finance Models by Hypernetworks." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2023. doi:10.1007/978-3-031-43427-3_14

Markdown

[Yang and Hospedales. "On Calibration of Mathematical Finance Models by Hypernetworks." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2023.](https://mlanthology.org/ecmlpkdd/2023/yang2023ecmlpkdd-calibration/) doi:10.1007/978-3-031-43427-3_14

BibTeX

@inproceedings{yang2023ecmlpkdd-calibration,
  title     = {{On Calibration of Mathematical Finance Models by Hypernetworks}},
  author    = {Yang, Yongxin and Hospedales, Timothy M.},
  booktitle = {European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases},
  year      = {2023},
  pages     = {227-242},
  doi       = {10.1007/978-3-031-43427-3_14},
  url       = {https://mlanthology.org/ecmlpkdd/2023/yang2023ecmlpkdd-calibration/}
}