Igor Michel Santos Leite, João Daniel Madureira Yamim, Leonardo Goliatt da Fonseca. The DeepONets for Finance: An Approach to Calibrate the Heston Model. In Goreti Marreiros, Francisco S. Melo, Nuno Lau, Henrique Lopes Cardoso, Luís Paulo Reis, editors, Progress in Artificial Intelligence - 20th EPIA Conference on Artificial Intelligence, EPIA 2021, Virtual Event, September 7-9, 2021, Proceedings. Volume 12981 of Lecture Notes in Computer Science, pages 351-362, Springer, 2021. [doi]
Abstract is missing.