83 citations · 308 across the 26 of their papers we have counts for
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stat.ML2019★ 1 cited
Time Series Simulation by Conditional Generative Adversarial Net
Rao Fu, Jie Chen, Shutian Zeng +2
Generative Adversarial Net (GAN) has been proven to be a powerful machine learning tool in image data analysis and generation. In this paper, we propose to use Conditional Generati…
q-fin.MF2019★ 3 cited
Deep-learning based numerical BSDE method for barrier options
Bing Yu, Xiaojing Xing, Agus Sudjianto
As is known, an option price is a solution to a certain partial differential equation (PDE) with terminal conditions (payoff functions). There is a close association between the so…
stat.ML2019★ 8 cited
Enhancing Explainability of Neural Networks through Architecture Constraints
Zebin Yang, Aijun Zhang, Agus Sudjianto
Prediction accuracy and model explainability are the two most important objectives when developing machine learning algorithms to solve real-world problems. The neural networks are…