- Built and tuned a deep network (4 hidden layers) fixed income instrument pricing, used Yahoo Finance Data set for training and tuning the network.
- Extensive experimentation with features (duration, convexity, vega etc.,) and network depth (all the way to 32 layers).
- Results of Monte Carlo simulations used in training multilayer perceptron (MLP) networks with backpropagation, compared with radial basis function (RBF) network.