Antoine Didisheim

Swiss Finance Institute, UNIL

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

  • Swiss Finance Institute, UNIL

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 37,349

SSRN RANKINGS

Top 37,349

in Total Papers Downloads

1,855

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (5)

Actions:
Email selected abstracts
1.

Deep Structural Estimation: With an Application to Option Pricing

Number of pages: 57 Posted: 12 Mar 2021
Hui Chen, Antoine Didisheim and Simon Scheidegger
Massachusetts Institute of Technology, Swiss Finance Institute, UNIL and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 548 (71,835)

Abstract:

Loading...

Deep Learning, Structural Estimation, Option Pricing, Parameter Stability

2.

The End of the Crypto-Diversification Myth

Swiss Finance Institute Research Paper No. 22-53
Number of pages: 41 Posted: 16 Jun 2022 Last Revised: 05 Aug 2022
Antoine Didisheim and Luciano Somoza
Swiss Finance Institute, UNIL and University of Lausanne, HEC
Downloads 447 (91,706)

Abstract:

Loading...

cryptocurrencies, Bitcoin, retail investors, correlation

3.

Deep Regression Ensembles

Swiss Finance Institute Research Paper No. 22-20, 2022
Number of pages: 29 Posted: 08 Mar 2022
Antoine Didisheim, Bryan T. Kelly and Semyon Malamud
Swiss Finance Institute, UNIL, Yale SOM and Ecole Polytechnique Federale de Lausanne
Downloads 408 (101,906)

Abstract:

Loading...

Deep learning, Neural network, Random features, Ensembles

4.

Implied Risk Aversion Smile

Number of pages: 65 Posted: 04 Mar 2020 Last Revised: 15 Jun 2021
Antoine Didisheim, Dimitris Karyampas and Simon Scheidegger
Swiss Finance Institute, UNIL, Bocconi University and University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Downloads 291 (147,298)
Citation 1

Abstract:

Loading...

Deep Learning, Agent Preferences, Risk Aversion, Volatility Smile, Asset Pricing

5.

Information Pools and Insider Trading: A Snapshot of America's Financial Elite.

Swiss Finance Institute Research Paper No. 21-28
Number of pages: 42 Posted: 24 Mar 2021
Antoine Didisheim and Luciano Somoza
Swiss Finance Institute, UNIL and University of Lausanne, HEC
Downloads 161 (255,216)

Abstract:

Loading...

network, hedge funds, Ivy league, information flows, insider trading