Georgios Moysiadis, Ioannis Anagnostou, Drona Kandhai. Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks. In Carlos Alzate, Anna Monreale, Livio Bioglio, Valerio Bitetta, Ilaria Bordino, Guido Caldarelli, Andrea Ferretti, Riccardo Guidotti, Francesco Gullo, Stefano Pascolutti, Ruggero G. Pensa, Céline Robardet, Tiziano Squartini, editors, ECML PKDD 2018 Workshops - MIDAS 2018 and PAP 2018, Dublin, Ireland, September 10-14, 2018, Proceedings. Volume 11054 of Lecture Notes in Computer Science, pages 23-36, Springer, 2018. [doi]
@inproceedings{MoysiadisAK18,
title = {Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks},
author = {Georgios Moysiadis and Ioannis Anagnostou and Drona Kandhai},
year = {2018},
doi = {10.1007/978-3-030-13463-1_2},
url = {https://doi.org/10.1007/978-3-030-13463-1_2},
researchr = {https://researchr.org/publication/MoysiadisAK18},
cites = {0},
citedby = {0},
pages = {23-36},
booktitle = {ECML PKDD 2018 Workshops - MIDAS 2018 and PAP 2018, Dublin, Ireland, September 10-14, 2018, Proceedings},
editor = {Carlos Alzate and Anna Monreale and Livio Bioglio and Valerio Bitetta and Ilaria Bordino and Guido Caldarelli and Andrea Ferretti and Riccardo Guidotti and Francesco Gullo and Stefano Pascolutti and Ruggero G. Pensa and Céline Robardet and Tiziano Squartini},
volume = {11054},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {978-3-030-13463-1},
}