Financial mathematics team challenge Brazil: a collection of the four reports from the 2018 Financial Mathematics Team Challenge Brazil

Detalhes bibliográficos
Autor(a) principal: Fundação Getulio Vargas. Escola de Matemática Aplicada
Data de Publicação: 2018
Tipo de documento: Relatório
Idioma: eng
Título da fonte: Repositório Institucional do FGV (FGV Repositório Digital)
Texto Completo: https://hdl.handle.net/10438/29271
Resumo: The research pursued by the four teams included projects on (a) Solving Challenging PDEs in Finance and Economics using Deep Learning, (b) (Machine) Learning the Greeks, (c) The LIBOR Forward Market Model and Emerging Market Swaption Implied Volatility Term Structures, and on (d) Machine Learning and Stochastic Control in Algorithmic Trading. Each team of students wrote a report on their findings. The four reports constitute this volume, which will be available to future FMTC participants. It may also be of use and inspiration to Masters and PhD students in Financial and Insurance Mathematics.
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spelling Fundação Getulio Vargas. Escola de Matemática AplicadaEscolas::EMApDemais unidades::RPCA2020-06-09T13:58:27Z2020-06-09T13:58:27Z2018https://hdl.handle.net/10438/29271The research pursued by the four teams included projects on (a) Solving Challenging PDEs in Finance and Economics using Deep Learning, (b) (Machine) Learning the Greeks, (c) The LIBOR Forward Market Model and Emerging Market Swaption Implied Volatility Term Structures, and on (d) Machine Learning and Stochastic Control in Algorithmic Trading. Each team of students wrote a report on their findings. The four reports constitute this volume, which will be available to future FMTC participants. 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dc.title.por.fl_str_mv Financial mathematics team challenge Brazil: a collection of the four reports from the 2018 Financial Mathematics Team Challenge Brazil
title Financial mathematics team challenge Brazil: a collection of the four reports from the 2018 Financial Mathematics Team Challenge Brazil
spellingShingle Financial mathematics team challenge Brazil: a collection of the four reports from the 2018 Financial Mathematics Team Challenge Brazil
Fundação Getulio Vargas. Escola de Matemática Aplicada
Financial mathematics
Matemática
Matemática financeira
Inteligência artificial - Modelos matemáticos
title_short Financial mathematics team challenge Brazil: a collection of the four reports from the 2018 Financial Mathematics Team Challenge Brazil
title_full Financial mathematics team challenge Brazil: a collection of the four reports from the 2018 Financial Mathematics Team Challenge Brazil
title_fullStr Financial mathematics team challenge Brazil: a collection of the four reports from the 2018 Financial Mathematics Team Challenge Brazil
title_full_unstemmed Financial mathematics team challenge Brazil: a collection of the four reports from the 2018 Financial Mathematics Team Challenge Brazil
title_sort Financial mathematics team challenge Brazil: a collection of the four reports from the 2018 Financial Mathematics Team Challenge Brazil
author Fundação Getulio Vargas. Escola de Matemática Aplicada
author_facet Fundação Getulio Vargas. Escola de Matemática Aplicada
author_role author
dc.contributor.unidadefgv.por.fl_str_mv Escolas::EMAp
Demais unidades::RPCA
dc.contributor.author.fl_str_mv Fundação Getulio Vargas. Escola de Matemática Aplicada
dc.subject.por.fl_str_mv Financial mathematics
topic Financial mathematics
Matemática
Matemática financeira
Inteligência artificial - Modelos matemáticos
dc.subject.area.por.fl_str_mv Matemática
dc.subject.bibliodata.por.fl_str_mv Matemática financeira
Inteligência artificial - Modelos matemáticos
description The research pursued by the four teams included projects on (a) Solving Challenging PDEs in Finance and Economics using Deep Learning, (b) (Machine) Learning the Greeks, (c) The LIBOR Forward Market Model and Emerging Market Swaption Implied Volatility Term Structures, and on (d) Machine Learning and Stochastic Control in Algorithmic Trading. Each team of students wrote a report on their findings. The four reports constitute this volume, which will be available to future FMTC participants. It may also be of use and inspiration to Masters and PhD students in Financial and Insurance Mathematics.
publishDate 2018
dc.date.issued.fl_str_mv 2018
dc.date.accessioned.fl_str_mv 2020-06-09T13:58:27Z
dc.date.available.fl_str_mv 2020-06-09T13:58:27Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/report
format report
status_str publishedVersion
dc.identifier.uri.fl_str_mv https://hdl.handle.net/10438/29271
url https://hdl.handle.net/10438/29271
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
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