Geometric Learning and Filtering in Finance


We develop a method for incorporating relevant geometric information into a broad range of classical filtering and machine learning algorithms. We apply these techniques to approximate the solution of the non-Euclidean... [ view full abstract ]


  1. Anastasis Kratsios (Concordia University)
  2. Cody Hyndman (Concordia University)

Topic Areas

Computational Finance , Machine Learning , Term-Structure Models


TU-A-DA » Computational Finance (11:30 - Tuesday, 17th July, Davis)

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