output
20022023
most citedTowards Productizing AI/ML Models: An Industry Perspective from Data Scientists

6 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
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q-fin.PR2023

Deep calibration with random grids

Fabio Baschetti, Giacomo Bormetti, Pietro Rossi

We propose a neural network-based approach to calibrating stochastic volatility models, which combines the pioneering grid approach by Horvath et al. (2021) with the pointwise two-…