Pinna, Paola (A.A. 2024/2025) Neural SDEs for financial market modeling: implementation and performance analysis. Tesi di Laurea in Data analysis for business, Luiss Guido Carli, relatore Alessia Caponera, pp. 59. [Bachelor's Degree Thesis]

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Abstract/Index

Theoretical foundations of neural SDEs. Neural SDEs as an extension of neural ODEs. Mathematical preliminaries for stochastic differential equations. Neural stochastic differential equations: formulation and core properties. Literature review. Evolution of stochastic modeling in finance: from classical to neural approaches. Generative adversarial networks (GANs) for sequential data. Neural SDEs: training paradigms and integration into GANs. Methodology. Data acquisition and preprocessing. SDE-GAN model architecture. Training procedure. Hyperparameters tuning. Empirical evaluation. Evaluation setup and sample extraction. Evaluation on train data. Evaluation on test data. Navigating computational complexity and training instability.

References

Bibliografia: pp. 57-59.

Thesis Type:	Bachelor's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Bachelor's Degree Programs > Bachelor's Degree Program in Management and Computer Science, English language (L-18)
Chair:	Data analysis for business
Thesis Supervisor:	Caponera, Alessia
Academic Year:	2024/2025
Session:	Summer
Deposited by:	Alessandro Perfetti
Date Deposited:	26 Nov 2025 15:00
Last Modified:	26 Nov 2025 15:00
URI:	https://tesi.luiss.it/id/eprint/44090

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