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02/06/2020
Sensitivity Analysis in the Dupire Local Volatility Model with Tensorflow
In a recent paper, we have demonstrated how the affinity between TPUs an...
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06/06/2019
Tensor Processing Units for Financial Monte Carlo
Monte Carlo methods are core to many routines in quantitative finance su...
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05/23/2019
Quantifying Long Range Dependence in Language and User Behavior to improve RNNs
Characterizing temporal dependence patterns is a critical step in unders...
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04/08/2019
Scaling Up Collaborative Filtering Data Sets through Randomized Fractal Expansions
Recommender system research suffers from a disconnect between the size o...
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02/22/2019
Towards Neural Mixture Recommender for Long Range Dependent User Sequences
Understanding temporal dynamics has proved to be highly valuable for acc...
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01/23/2019
Scalable Realistic Recommendation Datasets through Fractal Expansions
Recommender System research suffers currently from a disconnect between ...
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12/06/2018
Top-K Off-Policy Correction for a REINFORCE Recommender System
Industrial recommender systems deal with extremely large action spaces -...
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01/30/2017