4 citations · 15 across the 5 of their papers we have counts for
3 papers · 1 filter
Finance-Informed Neural Network: Learning the Geometry of Option Pricing
Amine M. Aboussalah, Xuanze Li, Cheng Chi +1
We propose a Finance-Informed Neural Network (FINN) for option pricing and hedging that integrates financial theory directly into machine learning. Instead of training on observed…
Quantum-Inspired Tensor Neural Networks for Partial Differential Equations
Raj Patel, Chia-Wei Hsing, Serkan Sahin +11
Partial Differential Equations (PDEs) are used to model a variety of dynamical systems in science and engineering. Recent advances in deep learning have enabled us to solve them in…
Don't overfit the history -- Recursive time series data augmentation
Amine Mohamed Aboussalah, Min-Jae Kwon, Raj G Patel +2
Time series observations can be seen as realizations of an underlying dynamical system governed by rules that we typically do not know. For time series learning tasks, we need to u…