A Comparison of Neural Networks and Bayesian MCMC for the Heston Model Estimation (Forget Statistics - Machine Learning is Sufficient!)
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F23%3A00059578" target="_blank" >RIV/61384399:31110/23:00059578 - isvavai.cz</a>
Result on the web
<a href="https://wp.ffu.vse.cz/pdfs/wps/2023/01/07.pdf" target="_blank" >https://wp.ffu.vse.cz/pdfs/wps/2023/01/07.pdf</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
A Comparison of Neural Networks and Bayesian MCMC for the Heston Model Estimation (Forget Statistics - Machine Learning is Sufficient!)
Original language description
Main topics of the document: Heston model; parameter estimation; neural networks; MCMC
Czech name
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Czech description
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Classification
Type
O - Miscellaneous
CEP classification
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OECD FORD branch
50206 - Finance
Result continuities
Project
<a href="/en/project/GA22-19617S" target="_blank" >GA22-19617S: Modeling the structure and dynamics of energy, commodity and alternative asset prices</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů