2 citations · 2 across the 3 of their papers we have counts for
3 papers
q-fin.CP2021
Adaptive calibration of Heston Model using PCRLB based switching Filter
Kumar Yashaswi
Stochastic volatility models have existed in Option pricing theory ever since the crash of 1987 which violated the Black-Scholes model assumption of constant volatility. Heston mod…
q-fin.CP2021
Posterior Cramer-Rao Lower Bound based Adaptive State Estimation for Option Price Forecasting
Kumar Yashaswi
The use of Bayesian filtering has been widely used in mathematical finance, primarily in Stochastic Volatility models. They help in estimating unobserved latent variables from obse…
q-fin.PM2021★ 2 cited
Deep Reinforcement Learning for Portfolio Optimization using Latent Feature State Space (LFSS) Module
Kumar Yashaswi
Dynamic Portfolio optimization is the process of distribution and rebalancing of a fund into different financial assets such as stocks, cryptocurrencies, etc, in consecutive tradin…