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We introduce a novel approach to options trading strategies using a highly scalable and data-driven machine learning algorithm. In contrast to traditional approaches that often require specifications of underlying market dynamics or…

Portfolio Management · Quantitative Finance 2024-11-22 Wee Ling Tan , Stephen Roberts , Stefan Zohren

This article presents an innovative study in exploring, evaluating, and implementing deep learning architectures for the calibration of multi-modal sensor systems. The focus behind this is to leverage the use of sensor fusion to achieve…

Computer Vision and Pattern Recognition · Computer Science 2024-09-24 Venkat Karramreddy , Liam Mitchell

Camera calibration involves estimating camera parameters to infer geometric features from captured sequences, which is crucial for computer vision and robotics. However, conventional calibration is laborious and requires dedicated…

Computer Vision and Pattern Recognition · Computer Science 2025-02-25 Kang Liao , Lang Nie , Shujuan Huang , Chunyu Lin , Jing Zhang , Yao Zhao , Moncef Gabbouj , Dacheng Tao

Deep neural network (DNN) classifiers are often overconfident, producing miscalibrated class probabilities. In high-risk applications like healthcare, practitioners require $\textit{fully calibrated}$ probability predictions for…

Machine Learning · Statistics 2022-12-09 Zhen Lin , Shubhendu Trivedi , Jimeng Sun

Obtaining reliable and accurate quantification of uncertainty estimates from deep neural networks is important in safety-critical applications. A well-calibrated model should be accurate when it is certain about its prediction and indicate…

Machine Learning · Computer Science 2020-12-16 Ranganath Krishnan , Omesh Tickoo

Deep hedging is a framework for hedging derivatives in the presence of market frictions. In this study, we focus on the problem of hedging a given target option by using multiple options. To extend the deep hedging framework to this…

Computational Finance · Quantitative Finance 2023-05-23 Masanori Hirano , Kentaro Imajo , Kentaro Minami , Takuya Shimada

Popular approaches for quantifying predictive uncertainty in deep neural networks often involve distributions over weights or multiple models, for instance via Markov Chain sampling, ensembling, or Monte Carlo dropout. These techniques…

Machine Learning · Computer Science 2023-03-08 Dennis Ulmer , Christian Hardmeier , Jes Frellsen

Deep hedging uses recurrent neural networks to hedge financial products that cannot be fully hedged in incomplete markets. Previous work in this area focuses on minimizing some measure of quadratic hedging error by calculating pathwise…

Mathematical Finance · Quantitative Finance 2025-10-21 Alok Das , Kiseop Lee

With the advancement of deep learning technology, neural networks have demonstrated their excellent ability to provide accurate predictions in many tasks. However, a lack of consideration for neural network calibration will not gain trust…

Machine Learning · Computer Science 2022-11-30 Lei Hsiung , Yung-Chen Tang , Pin-Yu Chen , Tsung-Yi Ho

Deep neural networks (DNN) are prone to miscalibrated predictions, often exhibiting a mismatch between the predicted output and the associated confidence scores. Contemporary model calibration techniques mitigate the problem of…

Machine Learning · Computer Science 2022-12-21 Ramya Hebbalaguppe , Rishabh Patra , Tirtharaj Dash , Gautam Shroff , Lovekesh Vig

In neural networks with binary activations and or binary weights the training by gradient descent is complicated as the model has piecewise constant response. We consider stochastic binary networks, obtained by adding noises in front of…

Machine Learning · Statistics 2020-11-05 Alexander Shekhovtsov , Viktor Yanush , Boris Flach

Probabilistic deep learning is deep learning that accounts for uncertainty, both model uncertainty and data uncertainty. It is based on the use of probabilistic models and deep neural networks. We distinguish two approaches to probabilistic…

Machine Learning · Computer Science 2021-06-10 Daniel T. Chang

We discuss an approach to probabilistic forecasting based on two chained machine-learning steps: a dimensional reduction step that learns a reduction map of predictor information to a low-dimensional space in a manner designed to preserve…

Machine Learning · Statistics 2022-03-28 Nick Rittler , Carlo Graziani , Jiali Wang , Rao Kotamarthi

Real-time calibration of stochastic volatility models (SVMs) is computationally bottlenecked by the need to repeatedly solve coupled partial differential equations (PDEs). In this work, we propose DeepSVM, a physics-informed Deep Operator…

Computational Finance · Quantitative Finance 2025-12-09 Kieran A. Malandain , Selim Kalici , Hakob Chakhoyan

Deep learning models are widely used across computer vision and other domains. When working on the model induction, selecting the right architecture for a given dataset often relies on repetitive trial-and-error procedures. This procedure…

Machine Learning · Computer Science 2026-01-06 Yen-Chia Chen , Hsing-Kuo Pao , Hanjuan Huang

Uncertainty quantification is crucial in time series prediction, and quantile regression offers a valuable mechanism for uncertainty quantification which is useful for extreme value forecasting. Although deep learning models have been…

Machine Learning · Computer Science 2024-11-26 Jimmy Cheung , Smruthi Rangarajan , Amelia Maddocks , Xizhe Chen , Rohitash Chandra

Modern machine learning methods including deep learning have achieved great success in predictive accuracy for supervised learning tasks, but may still fall short in giving useful estimates of their predictive {\em uncertainty}. Quantifying…

Deep Neural Networks (DNNs) have achieved state-of-the-art accuracy performance in many tasks. However, recent works have pointed out that the outputs provided by these models are not well-calibrated, seriously limiting their use in…

Machine Learning · Computer Science 2020-07-16 Juan Maroñas , Roberto Paredes , Daniel Ramos

Despite the power of deep neural networks for a wide range of tasks, an overconfident prediction issue has limited their practical use in many safety-critical applications. Many recent works have been proposed to mitigate this issue, but…

Machine Learning · Computer Science 2020-08-14 Jooyoung Moon , Jihyo Kim , Younghak Shin , Sangheum Hwang

This study presents a deep reinforcement learning approach for global hedging of long-term financial derivatives. A similar setup as in Coleman et al. (2007) is considered with the risk management of lookback options embedded in guarantees…

Risk Management · Quantitative Finance 2020-07-31 Alexandre Carbonneau
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