Lirong Gan

Southern University of Science and Technology - Department of Finance

No 1088, xueyuan Rd.

Xili, Nanshan District

Shenzhen, Guangdong 518055

China

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Scholarly Papers (1)

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Machine Learning Solutions to Challenges in Finance: An Application to the Pricing of Financial Products

Number of pages: 39 Posted: 07 Sep 2019 Last Revised: 15 Dec 2019
Lirong Gan, Huamao Wang and Zhaojun Yang
Southern University of Science and Technology - Department of Finance, University of Kent - Kent Business School and Southern University of Science and Technology - Department of Finance
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Abstract:

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Machine learning; Finance applications; Asian options; Model-free asset pricing; Financial technology.