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Quant Radio: Deep Stochastic Optimization in Finance

The Quantopian Podcast

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Deep Learning and Financial Modeling with the Heston Model

This chapter delves into the application of the Heston model in financial modeling, particularly its use in training deep learning networks for optimal European call option pricing and hedging strategies. It highlights the challenges of overfitting, the importance of data reliability, and the necessity of critical thinking regarding data sources in the ever-evolving financial landscape.

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