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]
@inproceedings{LeiteYF21,
title = {The DeepONets for Finance: An Approach to Calibrate the Heston Model},
author = {Igor Michel Santos Leite and João Daniel Madureira Yamim and Leonardo Goliatt da Fonseca},
year = {2021},
doi = {10.1007/978-3-030-86230-5_28},
url = {https://doi.org/10.1007/978-3-030-86230-5_28},
researchr = {https://researchr.org/publication/LeiteYF21},
cites = {0},
citedby = {0},
pages = {351-362},
booktitle = {Progress in Artificial Intelligence - 20th EPIA Conference on Artificial Intelligence, EPIA 2021, Virtual Event, September 7-9, 2021, Proceedings},
editor = {Goreti Marreiros and Francisco S. Melo and Nuno Lau and Henrique Lopes Cardoso and Luís Paulo Reis},
volume = {12981},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-030-86230-5},
}