Watch the DFO webinar
On-demand webinar watch: Calibrate models faster and improve performance 20%+ with DFO
Calibrating the parameters of complex models can be difficult, particularly when the model is both expensive and noisy, in such cases the model derivatives are not readily available. Join NAG colleagues Jan Fiala and Benjamin Marteau as they present Derivative Free Optimization (DFO), a novel technique to tackle optimization without derivatives, demonstrated on the stochastic volatility Heston with term structure model.
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