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Mathematical Finance
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Deep Learning for Reflected Backwards Stochastic Differential Equations
Keyword:
Mathematical Finance
,
Stochastic Differential Equation
, and
Deep Learning
Creator:
Miller, Frederick
Advisor:
Sturm, Stephan
Publisher:
Worcester Polytechnic Institute
Date Created:
2023-03-23
Resource Type:
Major Qualifying Project
Liquidity Modeling Using Order Book Data
Keyword:
Mathematical Finance
,
Limit Order Book
, and
Liquidity
Creator:
Li, Yi
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-08-31
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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Li, Yi
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Miller, Frederick
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Blais, Marcel Y.
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Sturm, Stephan
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Blais, Marcel Y.
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Mathematical Sciences
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Worcester Polytechnic Institute
2
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Major Qualifying Project
1
Report
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