Andres Hernandez

PwC

Manager

Germany

SCHOLARLY PAPERS

2

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Top 29,539

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SSRN CITATIONS

1

CROSSREF CITATIONS

5

Scholarly Papers (2)

1.

Model Calibration with Neural Networks

Number of pages: 13 Posted: 21 Jul 2016
Andres Hernandez
PwC
Downloads 1,207 (16,515)
Citation 7

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 357 (83,695)

Abstract:

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