Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Calibrating rough volatility models: a convolutional neural network
  approach   In this paper we use convolutional neural networks to find the H\"older
exponent of simulated sample paths of the rBergomi model, a recently proposed
stock price model used in mathematical finance. We contextualise this as a
calibration problem, thereby providing a very practical and useful application.

0
The categories of this paper are: hep-ph
29
The categories of this paper are: funct-an
30
The categories of this paper are: q-alg
13
The categories of this paper are: quant-ph
14
The categories of this paper are: math-ph
31
The categories of this paper are: ao-sci
15
The categories of this paper are: nucl-ex
36
The categories of this paper are: cmp-lg
25
The categories of this paper are: patt-sol
11
The categories of this paper are: hep-lat
16
The categories of this paper are: stat
10
The categories of this paper are: q-bio
1
The categories of this paper are: cs
6
The categories of this paper are: astro-ph
27
The categories of this paper are: comp-gas
12
The categories of this paper are: nucl-th