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Deep Hedging, , , and . (2018)cite arxiv:1802.03042.Denise: Deep Robust Principal Component Analysis for Positive Semidefinite Matrices., , , , and . Trans. Mach. Learn. Res., (2023)NOMU: Neural Optimization-based Model Uncertainty., , , , and . ICML, volume 162 of Proceedings of Machine Learning Research, page 8708-8758. PMLR, (2022)Neural Jump Ordinary Differential Equations: Consistent Continuous-Time Prediction and Filtering., , and . ICLR, OpenReview.net, (2021)A case study for unlocking the potential of deep learning in asset-liability-management., and . Frontiers Artif. Intell., (February 2023)A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing., and . Finance and Stochastics, 19 (4): 743-761 (2015)Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations., , and . Multiscale Modeling & Simulation, 14 (4): 1211-1237 (2016)Efficient Simulation and Calibration of General HJM Models by Splitting Schemes., and . SIAM J. Financial Math., 4 (1): 575-598 (2013)Estimating Full Lipschitz Constants of Deep Neural Networks., , and . CoRR, (2020)Denise: Deep Learning based Robust PCA for Positive Semidefinite Matrices., , and . CoRR, (2020)