Regularization in Deep Learning is very important to overcome overfitting. When your training accuracy is very high, but test ...

Jelena Bradic, Jianqing Fan, Jiancheng Jiang, REGULARIZATION FOR COX'S PROPORTIONAL HAZARDS MODEL WITH NP-DIMENSIONALITY, The Annals of Statistics, Vol. 39, No. 6 (December 2011), pp. 3092-3120 ...

This paper considers the regularization effect on model calibration It compares two methods to calibrate two popular models that are widely used for stochastic volatility modeling, i.e., the SABR and ...