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Found 2 essays matching the above criteria.
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1. Option Modelling by Deep Learning
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : In this thesis we aim to provide a fully data driven approach for modelling financial derivatives, exclusively using deep learning. In order for a derivatives model to be plausible, it should adhere to the principle of no-arbitrage which has profound consequences on both pricing and risk management. READ MORE
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2. Robustness, Stability and Performance of Optimization Algorithms for GAN Training
University essay from Lunds universitet/Institutionen för reglerteknikAbstract : Training Generative Adversial Networks (GANs) for image synthesis problems is a largely heuristical process that is known to be fickle and difficult to set up reliably. To avoid common failure modes and succeed with GAN training, one needs to find very specific hyperparameter settings carefully tuned to the model architectures and datasets at hand. READ MORE
