2 papers
cs.LG2024
Diffusion Model Conditioning on Gaussian Mixture Model and Negative Gaussian Mixture Gradient
Weiguo Lu, Xuan Wu, Deng Ding +3
Diffusion models (DMs) are a type of generative model that has a huge impact on image synthesis and beyond. They achieve state-of-the-art generation results in various generative t…
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…