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"Deep Calibration of Market Simulations using Neural Density Estimators and ..."

Namid R. Stillman et al. (2023)

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DOI: 10.1145/3604237.3626881

access: closed

type: Conference or Workshop Paper

metadata version: 2024-02-03

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  dblp key:
  - conf/icaif/StillmanBLZZCV23
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  - https://dblp.org/rec/conf/icaif/StillmanBLZZCV23
Namid R. Stillman, Rory Baggott, Justin Lyon, Jianfei Zhang, Dingqiu Zhu, Tao Chen, Perukrishnen Vytelingum:
Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks. ICAIF 2023: 46-54

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