Efficient CNN-LSTM Based Parameter Estimation of Lévy Driven Stochastic Differential Equations

Shuaiyu Li, Yang Ruan, Changzhou Long, Yuzhong Cheng. Efficient CNN-LSTM Based Parameter Estimation of Lévy Driven Stochastic Differential Equations. In International Conference on Machine Learning and Applications, ICMLA 2023, Jacksonville, FL, USA, December 15-17, 2023. pages 316-323, IEEE, 2023. [doi]

Abstract

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