2 papers
q-fin.CP2025
Deep self-consistent learning of local volatility
Zhe Wang, Ameir Shaa, Nicolas Privault +1
We present an algorithm for the calibration of local volatility from market option prices through deep self-consistent learning, by approximating both market option prices and loca…
cs.LG2024
Online Adversarial Knowledge Distillation for Graph Neural Networks
Can Wang, Zhe Wang, Defang Chen +3
Knowledge distillation, a technique recently gaining popularity for enhancing model generalization in Convolutional Neural Networks (CNNs), operates under the assumption that both…