Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: A Gradient Descent Algorithm for the Heston model   The Heston model is a well-known two-dimensional financial model. Since the
Heston model contains implicit parameters that cannot be determined directly
from real market data, calibrating the parameters to real market data is
challenging. Moreover, some of the parameters within the model are nonlinear,
which makes it difficult to find the global minimum of the optimization
problem. In our paper, we present a gradient descent algorithm for parameter
calibration of the Heston model. Numerical results show that our calibration of
the Heston partial differential equation (PDE) works well for the various
challenges in the calibration process. Since the model and algorithm are well
known, this work is formulated as a proof of concept. This proof of concept
will be incorporated into the space mapping approach in the future.

29
The categories of this paper are: funct-an
33
The categories of this paper are: plasm-ph
24
The categories of this paper are: dg-ga
32
The categories of this paper are: atom-ph
14
The categories of this paper are: math-ph
0
The categories of this paper are: hep-ph
10
The categories of this paper are: q-bio
31
The categories of this paper are: ao-sci
37
The categories of this paper are: supr-con
30
The categories of this paper are: q-alg
1
The categories of this paper are: cs
9
The categories of this paper are: nlin
3
The categories of this paper are: physics
22
The categories of this paper are: chao-dyn
18
The categories of this paper are: econ
17
The categories of this paper are: q-fin