Machine Learning & Quant Finance

Machine Learning & Quant Finance

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Machine Learning & Quant Finance
Machine Learning & Quant Finance
Quant Letter: July 2025, Week-4

Quant Letter: July 2025, Week-4

101st Edition

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Dr. Derek Snow
Jul 25, 2025
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Machine Learning & Quant Finance
Machine Learning & Quant Finance
Quant Letter: July 2025, Week-4
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ArXiv

Finance

Neural Network Pricing: The study uses neural network methods, Time Deep Gradient Flow and Deep Galerkin Method, to price multidimensional American put options, showing better accuracy and speed than traditional methods. (2025-07-23, shares: 27)

Optimal Trading with Price Impact: The research tackles dynamic portfolio optimization, considerin…

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