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A GPU-accelerated Neural Networks Approximation Scheme for Heston Option Pricing Model.
Conference paper
Shaowei Xu, Huanghao Chen, Yang Wang, Jerome Yen. A GPU-accelerated Neural Networks Approximation Scheme for Heston Option Pricing Model.[C], 2024.
Authors:
Shaowei Xu
;
Huanghao Chen
;
Yang Wang
;
Jerome Yen
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Submit date:2024/09/12
Artificial Neural Network
Gpu Acceleration
Heston Model Acceleration
Machine Learning
Asset Movement Forcasting with the Implied Volatility Surface Analysis Based on SABR Model
Conference paper
Xu, Shaowei, Huan, Hongxin, Qi, Yuanyuan, Guo, Guoxiang, Yen, Jerome. Asset Movement Forcasting with the Implied Volatility Surface Analysis Based on SABR Model[C]. Institute of Electrical and Electronics Engineers Inc., USA:IEEE, 345 E 47TH ST, NEW YORK, NY 10017 USA, 2022, 662-667.
Authors:
Xu, Shaowei
;
Huan, Hongxin
;
Qi, Yuanyuan
;
Guo, Guoxiang
;
Yen, Jerome
Favorite
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TC[WOS]:
0
TC[Scopus]:
0
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Submit date:2023/03/06
Asset Movement Prediction
Stochastic Volatility Model
Sabr Volatility Model
Machine Learning
Sirt1 deficiency upregulates glutathione metabolism to prevent hepatocellular carcinoma initiation in mice
Journal article
Qiu, Pengxiang, Hou, Weilong, Wang, Haitao, Lei, Kimmy Ka Wing, Wang, Shaowei, Chen, Weiping, Pardeshi, Lakhansing Arun, Prothro, Katherine, Shukla, Yashvita, Su, Samson Sek Man, Schrump, David S., Chen, Qiang, Deng, Chu Xia, Xu, Xiaoling, Wang, Ruihong. Sirt1 deficiency upregulates glutathione metabolism to prevent hepatocellular carcinoma initiation in mice[J]. Oncogene, 2021, 40(41), 6023-6033.
Authors:
Qiu, Pengxiang
;
Hou, Weilong
;
Wang, Haitao
;
Lei, Kimmy Ka Wing
;
Wang, Shaowei
; et al.
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TC[WOS]:
10
TC[Scopus]:
9
IF:
6.9
/
7.5
|
Submit date:2021/12/08
Rheological behavior of warm mix asphalt modified with foaming process and surfactant additive
Journal article
Lu, Guoyang, Zhang, Shaowei, Xu, Shaofeng, Dong, Niya, Yu, Huayang. Rheological behavior of warm mix asphalt modified with foaming process and surfactant additive[J]. Crystals, 2021, 11(4), 410.
Authors:
Lu, Guoyang
;
Zhang, Shaowei
;
Xu, Shaofeng
;
Dong, Niya
;
Yu, Huayang
Favorite
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TC[WOS]:
15
TC[Scopus]:
19
IF:
2.4
/
2.4
|
Submit date:2021/12/07
Foamed Bitumen
Ghg Emissions
Rheological Properties
Sbs Modified Bitumen
Surfactant Additives