Shuaiqiang Liu

Orcid: 0000-0003-2697-1932

According to our database1, Shuaiqiang Liu authored at least 10 papers between 2011 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Links

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Bibliography

2024
Improved model-free bounds for multi-asset options using option-implied information and deep learning.
CoRR, 2024

2023
Evaluation of integrals with fractional Brownian motion for different Hurst indices.
Int. J. Comput. Math., April, 2023

GPU acceleration of the Seven-League Scheme for large time step simulations of stochastic differential equations.
CoRR, 2023

2022
Solution of integrals with fractional Brownian motion for different Hurst indices.
CoRR, 2022

2021
Monte Carlo Simulation of SDEs using GANs.
CoRR, 2021

2020
The Seven-League Scheme: Deep learning for large time step Monte Carlo simulations of stochastic differential equations.
CoRR, 2020

On Calibration Neural Networks for extracting implied information from American options.
CoRR, 2020

2019
A neural network-based framework for financial model calibration.
CoRR, 2019

Pricing options and computing implied volatilities using neural networks.
CoRR, 2019

2011
Computer modeling of isothermal crystallization in short fiber reinforced composites.
Comput. Chem. Eng., 2011


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