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Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing
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authors
Yang, Xuwei
Kratsios, Anastasis
Krach, Florian
Grasselli, Matheus
Lucchi, Aurelien
publication date
September 8, 2023
Research
keywords
46 Information and Computing Sciences
4611 Machine Learning
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Digital Object Identifier (DOI)
10.48550/arxiv.2309.04557