Picture for Brian Ning

Brian Ning

Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders

Add code
Aug 13, 2021
Figure 1 for Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders
Figure 2 for Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders
Figure 3 for Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders
Figure 4 for Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders
Viaarxiv icon

Deep Q-Learning for Nash Equilibria: Nash-DQN

Add code
Apr 23, 2019
Figure 1 for Deep Q-Learning for Nash Equilibria: Nash-DQN
Figure 2 for Deep Q-Learning for Nash Equilibria: Nash-DQN
Figure 3 for Deep Q-Learning for Nash Equilibria: Nash-DQN
Figure 4 for Deep Q-Learning for Nash Equilibria: Nash-DQN
Viaarxiv icon

Double Deep Q-Learning for Optimal Execution

Add code
Dec 17, 2018
Figure 1 for Double Deep Q-Learning for Optimal Execution
Figure 2 for Double Deep Q-Learning for Optimal Execution
Figure 3 for Double Deep Q-Learning for Optimal Execution
Figure 4 for Double Deep Q-Learning for Optimal Execution
Viaarxiv icon