Dirk Röder

DZ Bank AG

60265 Frankfurt am Main

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

651

SSRN CITATIONS

7

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

Volatility Model Calibration With Convolutional Neural Networks

Number of pages: 12 Posted: 14 Oct 2018
Independent, DZ Bank AG and Ludwig Maximilian University of Munich (LMU) - Faculty of Mathematics
Downloads 511 (68,871)
Citation 12

Abstract:

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Heston Model, Convolutional Neural Network, Deep Learning, Machine Learning, Volatility Model Calibration

2.

Anomaly Detection in Market Data Structures via Machine Learning Algorithms

Number of pages: 13 Posted: 29 Jan 2020
Dirk Röder and Henning Mueller
DZ Bank AG and DZ Bank AG
Downloads 109 (310,011)

Abstract:

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anomaly detection, financial market data, neural network, machine learning, tensorflow

3.

Volatility Model Calibration with Neural Networks a Comparison between Direct and Indirect Methods

Number of pages: 14 Posted: 04 Aug 2020
Dirk Röder and Georgi Dimitroff
DZ Bank AG and Independent
Downloads 31 (565,651)

Abstract:

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Deep Learning, Machine Learning, Volatility Model Calibration