Special Issue on Artificial Intelligence, Machine Learning and Platform Innovation in Quantitative Finance (MathFinance Conference 2020/2021)
参考中译:量化金融中的人工智能、机器学习和平台创新特刊(MathFinance Conference 2020/2021)


          

刊名：Digital Finance
作者：Natalie Packham（Berlin School of Economics and Law）
Uwe Wystup（MathFinance AG-Frankfurt/Singapore）
刊号：297E0308/I
出版年：2021
年卷期：2021, vol.3, no.3/4
页码：207-208
总页数：2
分类号：F8
语种：eng
文摘：Nowadays, you need to do Machine Learning and something with Cryptos to either raise budget or be invited to speak on a Quantitative Finance conference. Consequently, we started including these topics in the annual MathFinance Conferences and invited speakers and participants of the MathFinance Conferences 2020 and 2021 to submit their work to this special issue, but also accepted other contributions from the community. As a result, we composed the four papers: Default Analysis in Mortgage Risk with Conventional and Deep Machine Learning Focusing on 2008-2009. Accuracy of Deep Learning in Calibrating HJM Forward Curves. Cryptocurrency Volatility Markets. Delta Force: Option Pricing with Differential Machine Learning.



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