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  • Search: subject:"Generative modelling"
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Subject
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Generative modelling 3 Artificial intelligence 2 Deep learning 2 Gas networks 2 Künstliche Intelligenz 2 Mixed-integer programming 2 Primal heuristic 2 Theorie 2 Theory 2 Börsenkurs 1 Electronic trading 1 Elektronisches Handelssystem 1 Ganzzahlige Optimierung 1 Gas industry 1 Gas supply 1 Gasversorgung 1 Gaswirtschaft 1 Heuristics 1 Heuristik 1 High-frequency trading 1 Integer programming 1 Learning process 1 Lernprozess 1 Limit order book 1 Machine learning 1 Market microstructure 1 Marktmikrostruktur 1 Neural networks 1 Neuronale Netze 1 Recurrent neural networks 1 Securities trading 1 Share price 1 Wertpapierhandel 1
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Free 3
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
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English 3
Author
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Anderson, Lovis 2 Koch, Thorsten 2 Turner, Mark 2 Hult, Henrik 1 Hultin, Hanna 1 Proutiere, Alexandre 1 Samama, Samuel 1 Tarighati, Ala 1
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Published in...
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Mathematical Methods of Operations Research 1 Mathematical methods of operations research : ZOR 1 Quantitative finance 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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A generative model of a limit order book using recurrent neural networks
Hultin, Hanna; Hult, Henrik; Proutiere, Alexandre; … - In: Quantitative finance 23 (2023) 6, pp. 931-958
Persistent link: https://www.econbiz.de/10014304400
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Generative deep learning for decision making in gas networks
Anderson, Lovis; Turner, Mark; Koch, Thorsten - In: Mathematical Methods of Operations Research 95 (2022) 3, pp. 503-532
A decision support system relies on frequent re-solving of similar problem instances. While the general structure remains the same in corresponding applications, the input parameters are updated on a regular basis. We propose a generative neural network design for learning integer decision...
Persistent link: https://www.econbiz.de/10015197737
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Cover Image
Generative deep learning for decision making in gas networks
Anderson, Lovis; Turner, Mark; Koch, Thorsten - In: Mathematical methods of operations research : ZOR 95 (2022) 3, pp. 503-532
Persistent link: https://www.econbiz.de/10013454922
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