Listar GI-M2NICA - Congresos, conferencias, etc. por autor "Pérez Villarino, Joel"
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Deep Learning-Based Method for Computing Initial Margin †
Pérez Villarino, Joel; Leitao, Álvaro (MDPI, 2021)[Abstract] Following the guidelines of the Basel III agreement (2013), large financial institutions are forced to incorporate additional collateral, known as Initial Margin, in their transactions in OTC markets. Currently, ...