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financial modeling

4 papers

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Co-occurring keywords · papers mentioning both

risk management (2) sparse graphical model (1) dependency discovery (1) tail dependence (1) portfolio management (1) extreme value theory (1) neural network (1) garch model (1) financial data (1) implied volatility (1)

Papers

FinBPM: A Framework for Portfolio Management-based Financial Investor Behavior Perception Model EACL 2024 Deep Smoothing of the Implied Volatility Surface NeurIPS 2020 Cross-sectional Learning of Extremal Dependence among Financial Assets NeurIPS 2019 Discriminative Mixtures of Sparse Latent Fields for Risk Management AISTATS 2012