Spanning Multi-Asset Payoffs with ReLUs
Offered By: Fields Institute via YouTube
Course Description
Overview
Explore the mathematical intricacies of spanning multi-asset payoffs using Rectified Linear Units (ReLUs) in this insightful conference talk delivered by Sebastien Bossu from the University of North Carolina at Charlotte. Presented at the Eastern Conference on Mathematical Finance on September 27, 2024, and hosted by the Fields Institute, this 31-minute presentation delves into advanced concepts in financial mathematics and machine learning applications. Gain valuable insights into how ReLUs can be utilized to model complex financial instruments and enhance risk management strategies in multi-asset portfolios.
Syllabus
Spanning Multi-Asset Payoffs with ReLUs
Taught by
Fields Institute
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