2 papers
q-fin.GN2025
A Financial Brain Scan of the LLM
Hui Chen, Antoine Didisheim, Mohammad +3
Emerging techniques in computer science make it possible to "brain scan" large language models (LLMs), identify the plain-English concepts that guide their reasoning, and steer the…
econ.EM2021
Deep Structural Estimation: With an Application to Option Pricing
Hui Chen, Antoine Didisheim, Simon Scheidegger
We propose a novel structural estimation framework in which we train a surrogate of an economic model with deep neural networks. Our methodology alleviates the curse of dimensional…