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Designing universal causal deep learning models:...
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