{"id":3868,"date":"2020-01-21T14:27:29","date_gmt":"2020-01-21T06:27:29","guid":{"rendered":"https:\/\/pairlabs.ai\/?p=3325"},"modified":"2020-01-21T14:27:29","modified_gmt":"2020-01-21T06:27:29","slug":"pu-professor-min-teh-yu","status":"publish","type":"post","link":"https:\/\/pairlabs.ai\/en\/pu-professor-min-teh-yu\/","title":{"rendered":"PU &#8211; Professor Min-Teh Yu"},"content":{"rendered":"<h5><a href=\"http:\/\/pairlabs.ai\/\/wp-content\/uploads\/2019\/05\/web\u7e2e\u5716-\u4fde\u660e\u5fb7.jpg\"><img loading=\"lazy\" decoding=\"async\" class=\"size-medium wp-image-2502 alignright\" src=\"http:\/\/pairlabs.ai\/\/wp-content\/uploads\/2019\/05\/web\u7e2e\u5716-\u4fde\u660e\u5fb7-300x300.jpg\" alt=\"\" width=\"300\" height=\"300\" \/><\/a><\/h5>\n<h5><span style=\"font-family: 'Noto Sans TC'; font-size: 14pt;\"><b>Principal Investigator: <a href=\"http:\/\/pairlabs.ai\/\/2019\/05\/26\/professor-min-teh-yu\/\">Prof. <span style=\"font-size: 14pt; font-family: 'Noto Sans TC';\">Min-Teh Yu<\/span><\/a><\/b><\/span><\/h5>\n<p>&nbsp;<\/p>\n<ul>\n<li>\n<p><span style=\"font-family: 'Noto Sans TC'; font-size: 12pt;\"><b>Research\uff1a<a href=\"http:\/\/pairlabs.ai\/\/en\/2019\/02\/21\/artificial-intelligence-in-asset-allocation-derivatives-pricing-and-risk-management\/\">Artificial Intelligence in Asset Allocation, Derivatives Pricing and Risk Management <\/a><\/b><\/span><\/p>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<ul>\n<li><span style=\"font-size: 12pt; font-family: 'Noto Sans TC';\"><strong>Core Technologies<\/strong><\/span><\/li>\n<\/ul>\n<p><span style=\"font-size: 12pt; font-family: 'Noto Sans TC';\">Based on deep learning techniques, we establish &#8220;deep market calibration models&#8221; 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.<\/span><\/p>\n<p>&nbsp;<\/p>\n<ul>\n<li><span style=\"font-size: 12pt; font-family: 'Noto Sans TC';\"><strong>Applications<\/strong><\/span><\/li>\n<\/ul>\n<p><span style=\"font-size: 12pt; font-family: 'Noto Sans TC';\">1. Derivatives Pricing<\/span><\/p>\n<p>&nbsp;<\/p>\n<ul>\n<li>\n<p><span style=\"font-size: 12pt; font-family: 'Noto Sans TC';\"><strong>Technologies with Potential for Technology Transfer or Industry-Academia Collaboration<\/strong><\/span><\/p>\n<\/li>\n<\/ul>\n<p><span style=\"font-size: 12pt; font-family: 'Noto Sans TC';\">1. Deep market calibration models for derivatives Pricing<\/span><\/p>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<h5><b>\uff0eCore Technologies<\/b><\/p>\n<h5>\nBased on deep learning techniques, we establish &#8220;deep market calibration models&#8221; 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.<\/p>\n","protected":false},"author":12,"featured_media":2500,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_monsterinsights_skip_tracking":false,"_monsterinsights_sitenote_active":false,"_monsterinsights_sitenote_note":"","_monsterinsights_sitenote_category":0,"footnotes":""},"categories":[],"tags":[],"class_list":["post-3868","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry"],"_links":{"self":[{"href":"https:\/\/pairlabs.ai\/en\/wp-json\/wp\/v2\/posts\/3868","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/pairlabs.ai\/en\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/pairlabs.ai\/en\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/pairlabs.ai\/en\/wp-json\/wp\/v2\/users\/12"}],"replies":[{"embeddable":true,"href":"https:\/\/pairlabs.ai\/en\/wp-json\/wp\/v2\/comments?post=3868"}],"version-history":[{"count":0,"href":"https:\/\/pairlabs.ai\/en\/wp-json\/wp\/v2\/posts\/3868\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/pairlabs.ai\/en\/wp-json\/"}],"wp:attachment":[{"href":"https:\/\/pairlabs.ai\/en\/wp-json\/wp\/v2\/media?parent=3868"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/pairlabs.ai\/en\/wp-json\/wp\/v2\/categories?post=3868"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/pairlabs.ai\/en\/wp-json\/wp\/v2\/tags?post=3868"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}