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financial modeling

4 papers

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Co-occurring keywords

risk management (106) sparse graphical model (5) dependency discovery (2) tail dependence (4) portfolio management (13) extreme value theory (25) neural network (6616) garch model (3) financial datum (12) 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 NIPS 2020
Cross-sectional Learning of Extremal Dependence among Financial Assets NIPS 2019
Discriminative Mixtures of Sparse Latent Fields for Risk Management AISTATS 2012