Efficient XVA computation using supervised learning algorithms
Published:
We will show how supervised learning algorithms can help to handle the main issues of the computations of XVAs.
Posts by Tags
Conditional Expectation Learning
Gaussian Processes Regression
Efficient XVA computation using supervised learning algorithms
Published:
We will show how supervised learning algorithms can help to handle the main issues of the computations of XVAs.
GenAI
Some notes on Generative Modelling through mean field games
Published:
In this blog post, we will try to give some basics concept on an emerging area in the Generative modelling community through the use of MFG-MFC theory. This blog post will be mostly inspired from the recent paper $\textbf{A mean-field games laboratory for generative modeling}$ available at this link. We will also discuss other approaches
Itô's Formula
An overview of Mean Field Games
Published:
In this blog post, we will focus on the some analysis on the space of probability measures as it is the main technical component arising in Mc-Kean Vlasov SDEs.
Analysis on Wasserstein space
Published:
In this blog post, we will focus on the some analysis on the space of probability measures as it is the main technical component arising in Mc-Kean Vlasov SDEs.
MFG and MFC
Some notes on Generative Modelling through mean field games
Published:
In this blog post, we will try to give some basics concept on an emerging area in the Generative modelling community through the use of MFG-MFC theory. This blog post will be mostly inspired from the recent paper $\textbf{A mean-field games laboratory for generative modeling}$ available at this link. We will also discuss other approaches
Neural Networks
Efficient XVA computation using supervised learning algorithms
Published:
We will show how supervised learning algorithms can help to handle the main issues of the computations of XVAs.
Probability Space
An overview of Mean Field Games
Published:
In this blog post, we will focus on the some analysis on the space of probability measures as it is the main technical component arising in Mc-Kean Vlasov SDEs.
Analysis on Wasserstein space
Published:
In this blog post, we will focus on the some analysis on the space of probability measures as it is the main technical component arising in Mc-Kean Vlasov SDEs.
Wasserstein Distance
An overview of Mean Field Games
Published:
In this blog post, we will focus on the some analysis on the space of probability measures as it is the main technical component arising in Mc-Kean Vlasov SDEs.
Analysis on Wasserstein space
Published:
In this blog post, we will focus on the some analysis on the space of probability measures as it is the main technical component arising in Mc-Kean Vlasov SDEs.
XVA
Efficient XVA computation using supervised learning algorithms
Published:
We will show how supervised learning algorithms can help to handle the main issues of the computations of XVAs.