新サービス 「『ニューラルネットワークの普遍近似定理』に基づく関数近似作成支援」開始。
No arbitrage SABRモデルの試作プレゼン資料を「サービス / Solutions」に掲載しました。
A new solutuion, consulting for making function approximation
based on Universal Approximation Theorem (UAT) is released.
No arbitrage SABR is protptyped by using deep neural networks and GPUs.
Please refer Solutions page. There is a link to a presentation
in terms of “No arbitrage SABR by using deep neural networks and GPUs.”