Andres Hernandez

PwC

Manager

Germany

SCHOLARLY PAPERS

2

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Top 27,123

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3,660

SSRN CITATIONS
Rank 38,776

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Top 38,776

in Total Papers Citations

17

CROSSREF CITATIONS

9

Scholarly Papers (2)

1.

Model Calibration with Neural Networks

Number of pages: 13 Posted: 21 Jul 2016
Andres Hernandez
PwC
Downloads 3,017 (8,244)
Citation 26

Abstract:

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model calibration, neural networks

2.

Model Calibration: Global Optimizer vs. Neural Network

Number of pages: 11 Posted: 07 Jul 2017 Last Revised: 25 Jul 2017
Andres Hernandez
PwC
Downloads 643 (80,170)

Abstract:

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model calibration, neural networks, global optimization, hull-white