Quant Letter: July 2024, Week-4
Weekly (55th Edition)
ArXiv
Finance
Deep Learning for Initial Margin: The study introduces a method for training neural networks for Dynamic Initial Margin computation in counterparty credit risk, which reduces dataset generation costs and eliminates the need for repeated training. (2024-07-23, shares: 4)
Negative Drift of LO Fill: The research identifies a negative drift in ma…
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