Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks - researchr publication authors

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Namid R. Stillman, Rory Baggott, Justin Lyon, Jianfei Zhang, Dingqui Zhu, Tao Chen, Perukrishnen Vytelingum. Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks. In 4th ACM International Conference on AI in Finance, ICAIF 2023, Brooklyn, NY, USA, November 27-29, 2023. pages 46-54, ACM, 2023. [doi]

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