Raj G Patel | DeepAI

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research

∙ 04/18/2023

Application of Tensor Neural Networks to Pricing Bermudan Swaptions

The Cheyette model is a quasi-Gaussian volatility interest rate model wi...

0 Raj G Patel, et al. ∙

research

∙ 12/28/2022

Quantum-Inspired Tensor Neural Networks for Option Pricing

Recent advances in deep learning have enabled us to address the curse of...

0 Raj G Patel, et al. ∙

research

∙ 07/06/2022

Don't overfit the history – Recursive time series data augmentation

Time series observations can be seen as realizations of an underlying dy...

0 Amine Mohamed Aboussalah, et al. ∙

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