2 papers
q-fin.CP2024
Deep learning interpretability for rough volatility
Bo Yuan, Damiano Brigo, Antoine Jacquier +1
Deep learning methods have become a widespread toolbox for pricing and calibration of financial models. While they often provide new directions and research results, their `black b…
cs.CV2023
DynamicKD: An Effective Knowledge Distillation via Dynamic Entropy Correction-Based Distillation for Gap Optimizing
Songling Zhu, Ronghua Shang, Bo Yuan +3
The knowledge distillation uses a high-performance teacher network to guide the student network. However, the performance gap between the teacher and student networks can affect th…