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Zeng, Yaxiong

  1. Online Adaptive Machine Learning Based Algorithm for Implied Volatility Surface Modeling
    2017/06/06 by Zeng, Yaxiong, Klabjan, Diego · 1 citation
    #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML)