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A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-Dimensional American Options Journal article
Zhuang, Jirong, Ding, Deng, Lu, Weiguo, Wu, Xuan, Yuan, Gangnan. A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-Dimensional American Options[J]. Computational Economics, 2025.
Authors:  Zhuang, Jirong;  Ding, Deng;  Lu, Weiguo;  Wu, Xuan;  Yuan, Gangnan
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:1.9/1.8 | Submit date：2025/01/22
Deep Kernel Learning  Gaussian Process  High-dimensional American Option  Machine Learning  Regression Based Monte Carlo Method  
Kernel-based sparse regression with the correntropy-induced loss Journal article
Chen, Hong, Wang, Yulong. Kernel-based sparse regression with the correntropy-induced loss[J]. APPLIED AND COMPUTATIONAL HARMONIC ANALYSIS, 2018, 44(1), 144-164.
Authors:  Chen, Hong;  Wang, Yulong
Favorite | TC[WOS]:26 TC[Scopus]:30  IF:2.6/2.5 | Submit date：2018/10/30
Learning Theory  Kernel-based Regression  Correntropy-induced Loss  Sparsity  Learning Rate