arXivAI Research
Uncertainty and Explainability in Deep Rough Volatility: A Neural Information-Theoretic Posterior Approach
深層粗糙波動率模型的不確定性與可解釋性：基於神經資訊理論的後驗分析方法
This research introduces a simulation-based inference framework with a novel Hellinger-SHAP method to quantify calibration uncertainty and explain parameters in rough Heston models.
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