Deep Learning Parameter Estimation Software
Aroon Sankoh
Research reports:
honors-thesis.pdf
, original honors thesis.
https://arxiv.org/pdf/2505.03980v1
, May 6th, 2025 preprint on the arXiv website.
Python source files:
gbm.py
, for geometric Brownian motion.
mle.py
, for maximum likelihood estimation.
nn.py
, for neural network Estimation.
ouprocess.py
, for the Ornstein-Uhlenbeck process.
Questions? Contact
Aroon Sankoh
for technical assistance.