ENTITY
Heston
Heston
PulseAugur coverage of Heston — every cluster mentioning Heston across labs, papers, and developer communities, ranked by signal.
Total · 30d
2
2 over 90d
Releases · 30d
0
0 over 90d
Papers · 30d
2
2 over 90d
TIER MIX · 90D
TOPICS
SENTIMENT · 30D
1 day(s) with sentiment data
RECENT · PAGE 1/1 · 2 TOTAL
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New framework enhances volatility model calibration with uncertainty and explainability
Researchers have developed a new framework for calibrating rough Heston models using neural information-theoretic posterior approaches. This method aims to capture the uncertainty in implied volatility surfaces, which t…
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New framework enhances financial time series generation
Researchers have introduced Deep-MKV-TS, a novel framework designed for generating financial time series scenarios. This path-dependent McKean-Vlasov approach enhances interpretable reference models by adjusting their v…