research
∙
04/18/2023
Application of Tensor Neural Networks to Pricing Bermudan Swaptions
The Cheyette model is a quasi-Gaussian volatility interest rate model wi...
share
research
∙
12/28/2022
Quantum-Inspired Tensor Neural Networks for Option Pricing
Recent advances in deep learning have enabled us to address the curse of...
research
∙
08/24/2022
Financial Index Tracking via Quantum Computing with Cardinality Constraints
In this work, we demonstrate how to apply non-linear cardinality constra...
research
∙
08/03/2022
