Projektdetaljer
Beskrivelse
I research machine learning methods for Finance. More specifically, I develop fast and accurate methods for option valuation and calibration. In my research, I combine classical option theory methods with modern methods such as neural networks, tree regression, and differential machine learning to produce powerful tools for trading and risk management. I hope these tools can improve solutions to complex, real-world problems, changing the world.
Status | Igangværende |
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Effektiv start/slut dato | 01/05/2021 → 01/05/2024 |