Sun, Qiguo

1. Jump Diffusion-Informed Neural Networks with Transfer Learning for Accurate American Option Pricing under Data Scarcity
   2024/09/26 by Qiguo Sun, Hanyue Huang, Sun, Qiguo +5 · 2 citations
   Economics, Econometrics and Finance · Engineering · #Energy Load and Power Forecasting #FOS: Computer and information sciences #Iterative Learning Control Systems #Machine Learning (cs.LG) #Stochastic processes and financial applications