Uncertainty Quantification

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.