2 papers
q-fin.MF2021
Neural Options Pricing
Timothy DeLise
This research investigates pricing financial options based on the traditional martingale theory of arbitrage pricing applied to neural SDEs. We treat neural SDEs as universal Itô p…
cs.LG2020
Data Segmentation via t-SNE, DBSCAN, and Random Forest
Timothy DeLise
This research proposes a data segmentation algorithm which combines t-SNE, DBSCAN, and Random Forest classifier to form an end-to-end pipeline that separates data into natural clus…