Meta-learning in finance: boosting models calibration with deep learning

The Calibration of Stochastic-Local Volatility Models — An Inverse Problem Perspective

Hi everyone! Recently I completed MSc in mathematics at the University of Verona, where I started to work on the intersection of financial engineering and machine learning with the help of my supervisor Luca Di Persio. You can find some of the works related to financial time series forecasting in my blog, but this article will be related to a somewhat different…