Yuri Saporito | DeepAI

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Featured Co-authors

Mike Ludkovski
13 publications
Ali Al-Aradi
2 publications
Adolfo Correia
1 publication
Danilo de Frietas Naiff
1 publication
Gabriel Jardim
1 publication

research

∙ 10/16/2020

KrigHedge: GP Surrogates for Delta Hedging

We investigate a machine learning approach to option Greeks approximatio...

0 Mike Ludkovski, et al. ∙

research

∙ 11/30/2019

Applications of the Deep Galerkin Method to Solving Partial Integro-Differential and Hamilton-Jacobi-Bellman Equations

We extend the Deep Galerkin Method (DGM) introduced in Sirignano and Spi...

45 Ali Al-Aradi, et al. ∙