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]