Search Results for author: Haitz Saez de Ocariz Borde

Found 2 papers, 0 papers with code

Gromov-Hausdorff Distances for Comparing Product Manifolds of Model Spaces

no code implementations9 Sep 2023 Haitz Saez de Ocariz Borde, Alvaro Arroyo, Ismael Morales, Ingmar Posner, Xiaowen Dong

Recent studies propose enhancing machine learning models by aligning the geometric characteristics of the latent space with the underlying data structure.

Interpretability in deep learning for finance: a case study for the Heston model

no code implementations19 Apr 2021 Damiano Brigo, Xiaoshan Huang, Andrea Pallavicini, Haitz Saez de Ocariz Borde

Deep learning is a powerful tool whose applications in quantitative finance are growing every day.

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