Search Results - "Reyners, Sofie"

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  1. 1
    Machine learning for quantitative finance: fast derivative pricing, hedging and fitting

    Machine learning for quantitative finance: fast derivative pricing, hedging and fitting by De Spiegeleer, Jan, Madan, Dilip B., Reyners, Sofie, Schoutens, Wim

    Published in Quantitative finance (03-10-2018)
    “…In this paper, we show how we can deploy machine learning techniques in the context of traditional quant problems. We illustrate that for many classical…”
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  2. 2
    Errata: Instantaneous Portfolio theory

    Errata: Instantaneous Portfolio theory by Madan, Dilip B., Reyners, Sofie, Schoutens, Wim

    Published in Quantitative finance (03-04-2022)
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  3. 3
    Gradient boosting for quantitative finance

    Gradient boosting for quantitative finance by Davis, Jesse, Devos, Laurens, Reyners, Sofie, Schoutens, Wim

    Published in The journal of computational finance (01-03-2021)
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