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Found 3 papers, 2 papers with code
Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders
We propose a hybrid method for generating arbitrage-free implied volatility (IV) surfaces consistent with historical data by combining model-free Variational Autoencoders (VAEs) with continuous time stochastic differential equation (SDE) driven models.
Deep Q-Learning for Nash Equilibria: Nash-DQN
Model-free learning for multi-agent stochastic games is an active area of research.
Double Deep Q-Learning for Optimal Execution
Optimal trade execution is an important problem faced by essentially all traders.
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