Deep Learning is picking momentum in Quantitative Finance, outside the obvious application to the prediction of asset prices (where to my knowledge it is not particularly effective) and spreading into the more serious application area of option pricing and risk management.
These two recent papers clearly demonstrate the benefits of DL as a pricing technology alternative to the classical FDM and Monte-Carlo in certain contexts:…Continue
Added by Antoine Savine on January 11, 2019 at 5:30am — No Comments
We are in fall and days are getting colder. soon winter will be on us and all our homes will be heated. check out Natural gas flow dynamics for New England region during the month of October 2013.
We have used Algonquin pipeline flow data and natural gas price curves from ICE ( Intercontinental exchange).
Added by Parag Patil on November 11, 2013 at 9:44am — No Comments