Sökning: "Oliver Klingberg Malmer"
Hittade 2 uppsatser innehållade orden Oliver Klingberg Malmer.
1. Deep Learning and the Heston Model:Calibration & Hedging
Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : The computational speedup of computers has been one of the de ning characteristics of the 21st century. This has enabled very complex numerical methods for solving existing problems. As a result, one area that has seen an extraordinary rise in popularity over the last decade is what is called deep learning. LÄS MER
2. Tidying up the factor zoo: Using machine learning to find sparse factor models that predict asset returns.
Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : There exist over 300 firm characteristics that provide significant information about average asset return. John Cochrane refers to this as a “factor zoo” and challenges researchers to find the independent characteristics which can explain average return. LÄS MER