S. Liu PhD
S. Liu PhD
Profiel
His recent research has been focused on developing machine learning techniques in computational finance. His work won "Risks 2020 Best Paper Award" (journal), "Best Presentation Award" (international conference).
Publicaties
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2022
Monte Carlo simulation of SDEs using GANs
Jorino van Rhijn / Cornelis W. Oosterlee / Lech A. Grzelak / Shuaiqiang Liu
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2022
On a Neural Network to Extract Implied Information from American Options
S. Liu / A. Leitao Rodriguez / Anastasia Borovykh / C.W. Oosterlee
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2022
The Seven-League Scheme: Deep Learning for Large Time Step Monte Carlo Simulations of Stochastic Differential Equations
S. Liu / L.A. Grzelak / C.W. Oosterlee
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2021
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2019
A neural network-based framework for financial model calibration
Shuaiqiang Liu / Anastasia Borovykh / Lech Grzelak / Cornelis W. Oosterlee
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