Argomenti di tesi proposti dal docente.
Ultime tesi seguite dal docente
Tesi di Laurea Magistrale
- A Reinforcement Learning Approach for Market Risk Hedging based on Deep Neural Networks
- Artificial Neural Networks for SABR model calibration: an alternative approach to the traditional Hagan approximation
- Comparative analysis for timeseries forecasting models for STLF
- Conditional GAN: Predicting Distributions of Stochastic Differential Equations
- Local volatility construction from rough Heston implied volatilities
- Value at Risk Estimation with Conditional Generative Adversarial Networks
