We apply supervised deep neural networks (DNNs) for pricing and calibration of both vanilla and exotic options under both diffusion and pure jump processes with and without stochastic volatility. We train our neural network models under different number of layers, neurons per layer, and various ...
ModelParamsFLOPsvocab_sizeVal lossT4 Inference LLaMA2_15M 24.41M 4.06G 32000 1.072 LLaMA2_42M 58.17M 50.7G 32000 0.847 LLaMA2_110M 134.1M 130.2G 32000 0.760 LLaMA2_1B 1.10B 2.50T 32003 LLaMA2_7B 6.74B 14.54T 32000 Stable Diffusion...