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Robust financial calibration: a Bayesian approach for neural stochastic differential equations

Christa Cuchiero et al.

Journal of Computational Finance2025https://doi.org/10.21314/jcf.2025.009article
AJG 1ABDC C
Weight
0.41

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https://doi.org/https://doi.org/10.21314/jcf.2025.009

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@article{christa2025,
  title        = {{Robust financial calibration: a Bayesian approach for neural stochastic differential equations}},
  author       = {Christa Cuchiero et al.},
  journal      = {Journal of Computational Finance},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.21314/jcf.2025.009},
}

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Robust financial calibration: a Bayesian approach for neural stochastic differential equations

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Evidence weight

0.41

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.25 × 0.4 = 0.10
M · momentum0.55 × 0.15 = 0.08
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.