Antoine Didisheim

Swiss Finance Institute, UNIL

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

SCHOLARLY PAPERS

4

DOWNLOADS

1,193

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

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 474 (83,522)

Abstract:

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Deep Learning, Structural Estimation, Option Pricing, Parameter Stability

2.

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 283 (148,213)
Citation 1

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

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 282 (148,766)

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Deep learning, Neural network, Random features, Ensembles

4.

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 154 (259,009)

Abstract:

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