MindLab
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Finance

Market models built from stochastic differential equations, Lévy and jump processes, and fractional PDEs, together with explainable learning for pricing and default prediction.

7 researchers

  • Option pricing
  • Stochastic DEs
  • Lévy processes
  • Financial mathematics
  • Explainable ML
  • Default prediction
  • Crypto forecasting
  • Machine learning
  • Portfolio optimization
  • Transformers
  • GNNs
  • Investment strategy
  • Market forecasting
  • Financial data
  • Deep learning