Essays about: "Oliver Klingberg Malmer"
Found 2 essays containing the words Oliver Klingberg Malmer.
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1. Deep Learning and the Heston Model:Calibration & Hedging
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : The computational speedup of computers has been one of the de ning characteristics of the 21st century. This has enabled very complex numerical methods for solving existing problems. As a result, one area that has seen an extraordinary rise in popularity over the last decade is what is called deep learning. READ MORE
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2. Tidying up the factor zoo: Using machine learning to find sparse factor models that predict asset returns.
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : There exist over 300 firm characteristics that provide significant information about average asset return. John Cochrane refers to this as a “factor zoo” and challenges researchers to find the independent characteristics which can explain average return. READ MORE