Variational Autoencoders (VAEs) are an artificial neural network architecture to generate new data. They are similar to regular autoencoders, which consist of an encoder and decoder. The encoder takes ...

Any quant will tell you that modelling multiple yield curves is no easy task. Most fixed income instruments have numerous term structures, each with 10–15 maturities, that share a hard-to-model, ...

Autoencoders are letting us peer into the black box of artificial intelligence. They could help us create AI that is better understood, and more easily controlled. AI has led to breakthroughs in drug ...