South Kensington Campus
Imperial College
LONDON, SW7 2AZ
United Kingdom
Kaiju Capital Management
Imperial College London - Department of Mathematics
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in Total Papers Downloads
k-means clustering, p-Wasserstein, MMD, Mean-Variance optimisation, Stochastic processes, numerical methods, stochastic volatility models, regime classification, unsupervised learning
Imperfect Hedging, Derivatives Pricing, Derivatives Hedging, Deep Learning, Rough Volatility
Stochastic Differential Equations, Deep Neural Network, Derivative Pricing, Stochastic Gradient Descent
Rough Volatility, Deep Learning, Random Neural Network, Stochastic Partial Differential Equations
Heston, volatility, importance sampling, large deviations, moderate deviations
