p7q-fin.ST

Category

q-fin.ST

5 papers

Gaussian Process Regression Networks

Andrew Gordon Wilson, David A. Knowles, Zoubin Ghahramani

1110.4411

Copula Processes

Andrew Gordon Wilson, Zoubin Ghahramani

1006.1350

Universal features of price formation in financial markets: perspectives from Deep Learning

Justin Sirignano, Rama Cont

1803.06917

Deep Hedging: Learning to Simulate Equity Option Markets

Magnus Wiese, Lianjun Bai, Ben Wood, Hans Buehler

1911.01700

Generalised Wishart Processes

Andrew Gordon Wilson, Zoubin Ghahramani

1101.0240