Pietro Rossi

Tesi di Laurea Magistrale

• Artificial Neural Networks for SABR model calibration: an alternative approach to the traditional Hagan approximation
• Asset Price Bubbles: A Neural Network Approach from Detection to Trading
• Comparative analysis for timeseries forecasting models for STLF
• Local volatility construction from rough Heston implied volatilities
• Tenor Networks for the Approximation of High Dimensional Valuation Functions