Pervasive Artificial Intelligence Research (PAIR) Labs
PU – Professor Min-Teh Yu
Principal Investigator: Prof. Min-Teh Yu
Research：
Artificial Intelligence in Asset Allocation, Derivatives Pricing and Risk Management
Core Technologies
Based on deep learning techniques, we establish “deep market calibration models” in terms of derivatives pricing issue. Applying these deep market calibration models, we can rapidly predict all unknown parameters in pricing models and save lot of computating time comparing to financial engineering approaches. According to our project, we will establish deep market calibration models for equity- and currency-related derivatives.
