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筛选: 关键词 Mathematical Finance

Deep Learning for Reflected Backwards Stochastic Differential Equations

关键词:

Mathematical Finance, Stochastic Differential Equation, and Deep Learning

创造者:

Miller, Frederick

Advisor:

Sturm, Stephan

出版者:

Worcester Polytechnic Institute

创建日期:

2023-03-23

Resource Type:

Major Qualifying Project
Liquidity Modeling Using Order Book Data

关键词:

Mathematical Finance, Limit Order Book, and Liquidity

创造者:

Li, Yi

Advisor:

Blais, Marcel Y.

出版者:

Worcester Polytechnic Institute

创建日期:

2009-08-31

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences