PU - Professor Min-Teh Yu - 國立陽明交通大學人工智慧普適研究中心

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.

Applications

1. Derivatives Pricing

Technologies with Potential for Technology Transfer or Industry-Academia Collaboration

1. Deep market calibration models for derivatives Pricing