3 papers
q-fin.CP2024
Enhancing path-integral approximation for non-linear diffusion with neural network
Anna Knezevic
Enhancing the existing solution for pricing of fixed income instruments within Black-Karasinski model structure, with neural network at various parameterisation points to demonstra…
stat.ML2019
Approximating intractable short ratemodel distribution with neural network
Anna Knezevic, Nikolai Dokuchaev
We propose an algorithm which predicts each subsequent time step relative to the previous timestep of intractable short rate model (when adjusted for drift and overall distribution…
cs.CC2017
Some facts on Permanents in Finite Characteristics
Anna Knezevic, Greg Cohen, Marina Domanskaya
The polynomial-time computability of the permanent over fields of characteristic 3 for k-semi-unitary matrices (i.e. square matrices such that the differences of their Gram matrice…