Journal article
Designing universal causal deep learning models: The geometric (Hyper)transformer
Abstract
Abstract Several problems in stochastic analysis are defined through their geometry, and preserving that geometric structure is essential to generating meaningful predictions. Nevertheless, how to design principled deep learning (DL) models capable of encoding these geometric structures remains largely unknown. We address this open problem by introducing a universal causal geometric DL framework in which the user specifies a suitable pair of …
Authors
Acciaio B; Kratsios A; Pammer G
Journal
Mathematical Finance, Vol. 34, No. 2, pp. 671–735
Publisher
Wiley
Publication Date
April 2024
DOI
10.1111/mafi.12389
ISSN
0960-1627