Laurens Devos
Laurens Devos is a PhD researcher at the Declarative Languages and Artificial Intelligence (DTAI) lab at the KU Leuven. He is an FWO fellow and a member of the Leuven.AI institute. His research interests are in scalable and verifiable machine learning systems, with a focus on boosted tree ensembles.
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Articles by Laurens Devos
Gradient boosting for quantitative finance
In this paper, the authors discuss how tree-based machine learning techniques can be used in the context of derivatives pricing.