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Year of publication
Subject
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Newton-Raphson method 2 PyTorch 2 TensorRT 2 graphics processing unit (GPU) accelerated computing 2 implied volatility 2 Algorithm 1 Algorithmus 1 Artificial intelligence 1 CUDA 1 Expert system 1 Expertensystem 1 Künstliche Intelligenz 1 Learning process 1 Lernprozess 1 Neural networks 1 Neuronale Netze 1 Option pricing theory 1 Optionspreistheorie 1 PyTorch framework 1 Python 1 Software 1 Software industry 1 Softwareindustrie 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1 artificial neural networks 1 modified U-Net architecture 1 software 1
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Online availability
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Free 3 CC license 2
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
All
Huh, Jeonggyu 2 Kim, Hyun-Gyoon 2 Kim, Tae-Kyoung 2 Lee, Geon 2 Kaplunsky, Yaroslav 1 Manokhin, Denys 1 Mokrytska, Olha 1 Sokolovskyy, Yaroslav 1
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Published in...
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Journal of Risk and Financial Management 1 Journal of risk and financial management : JRFM 1 Technology audit and production reserves 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
Cover Image
Newton-Raphson emulation network for highly efficient computation of numerous implied volatilities
Lee, Geon; Kim, Tae-Kyoung; Kim, Hyun-Gyoon; Huh, Jeonggyu - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-8
NR method as a network by using PyTorch, a well-known deep learning package, and optimize the network further by using …
Persistent link: https://www.econbiz.de/10014284092
Saved in:
Cover Image
Newton-Raphson emulation network for highly efficient computation of numerous implied volatilities
Lee, Geon; Kim, Tae-Kyoung; Kim, Hyun-Gyoon; Huh, Jeonggyu - In: Journal of Risk and Financial Management 15 (2022) 12, pp. 1-8
NR method as a network by using PyTorch, a well-known deep learning package, and optimize the network further by using …
Persistent link: https://www.econbiz.de/10014332772
Saved in:
Cover Image
Development of software and algorithms of parallel learning of artificial neural networks using CUDA technologies
Sokolovskyy, Yaroslav; Manokhin, Denys; Kaplunsky, Yaroslav - In: Technology audit and production reserves 5 (2021) 2/61, pp. 21-25
Persistent link: https://www.econbiz.de/10013167345
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