Deep Learning Volatility

Adam: A Method for Stochastic Optimization

Diederik P. Kingma, Jimmy Ba · UvA-DARE (University of Amsterdam) · 2014 · 84.8K citations · Full text

Computing, Computer Science, Algorithms +16

An Algorithm for Least-Squares Estimation of Nonlinear Parameters

Donald W. Marquardt · Journal of the Society for Industrial and Applied Mathematics · 1963 · 30.4K citations

Natural Sciences, Computational Engineering, Optimization +11

A Simplex Method for Function Minimization

J. A. Nelder, R. Mead · The Computer Journal · 1965 · 28.9K citations

Natural Sciences, Computer Science, Mathematics +8

Differential Evolution – A Simple and Efficient Heuristic for global Optimization over Continuous Spaces

Rainer Storn, Kenneth V. Price · Journal of Global Optimization · 1997 · 28.7K citations

Natural Sciences, Mathematics, Optimization +12

Statistical Learning Theory

Yuhai Wu, Vladimir Vapnik · Technometrics · 1999 · 27K citations

Computing, Computer Science, Machine Learning +12