About this document
1 - Jean Marc Mercier - 230323 by yohanlewitt is a document available to read on EtoBox.
This document discusses kernel-based generative models and their applications in risk management within finance, particularly using the CODPY library for efficient data generation and analysis. It outlines the methodology for generating synthetic market data, learning pricing functions, and predicting market scenarios using generative methods. The document also includes examples of data retrieval, model fitting, and predictive pricing methods, emphasizing their utility in real-time financial decision-making
- Author
- yohanlewitt
- Language
- EN