Yaxiong Zeng
- Online Adaptive Machine Learning Based Algorithm for Implied Volatility Surface Modeling
2017/06/06 by Yaxiong Zeng, Zeng, Yaxiong, Diego Klabjan +1 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Financial Risk and Volatility Modeling #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Monetary Policy and Economic Impact #Stochastic processes and financial applications #cs.LG #q-fin.CP #stat.ML