10 citations · 11 across the 5 of their papers we have counts for
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q-fin.CP2023
A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-dimensional American Options
Jirong Zhuang, Deng Ding, Weiguo Lu +2
In this work, we present a novel machine learning approach for pricing high-dimensional American options based on the modified Gaussian process regression (GPR). We incorporate dee…
cs.LG2023★ 1 cited
An Efficient 1 Iteration Learning Algorithm for Gaussian Mixture Model And Gaussian Mixture Embedding For Neural Network
Weiguo Lu, Xuan Wu, Deng Ding +1
We propose an Gaussian Mixture Model (GMM) learning algorithm, based on our previous work of GMM expansion idea. The new algorithm brings more robustness and simplicity than classi…