Shuaiqiang Liu

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

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

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

Evangelia Dragazi, Shuaiqiang Liu, Antonis Papapantoleon

CoRR, 2024

2023

Evaluation of integrals with fractional Brownian motion for different Hurst indices.

Fei Gao, Shuaiqiang Liu, Cornelis W. Oosterlee, Nico M. Temme

Int. J. Comput. Math., April, 2023

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

Shuaiqiang Liu, Graziana Colonna, Lech A. Grzelak, Cornelis W. Oosterlee

CoRR, 2023

2022

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

Fei Gao, Shuaiqiang Liu, Cornelis W. Oosterlee, Nico M. Temme

CoRR, 2022

2021

Monte Carlo Simulation of SDEs using GANs.

Jorino van Rhijn, Cornelis W. Oosterlee, Lech A. Grzelak, Shuaiqiang Liu

CoRR, 2021

2020

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

Shuaiqiang Liu, Lech A. Grzelak, Cornelis W. Oosterlee

CoRR, 2020

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

Shuaiqiang Liu, Álvaro Leitao, Anastasia Borovykh, Cornelis W. Oosterlee

CoRR, 2020

2019

A neural network-based framework for financial model calibration.

Shuaiqiang Liu, Anastasia Borovykh, Lech A. Grzelak, Cornelis W. Oosterlee

CoRR, 2019

Pricing options and computing implied volatilities using neural networks.

Shuaiqiang Liu, Cornelis W. Oosterlee, Sander M. Bohté

CoRR, 2019

2011

Computer modeling of isothermal crystallization in short fiber reinforced composites.

Chunlei Ruan, Jie Ouyang, Shuaiqiang Liu, Lin Zhang

Comput. Chem. Eng., 2011