Before revision: We introduce an unsupervised and non-anticipative machine learning algorithm which is able to detect and remove arbitrage from a wide variety models. In this framework, fundamental results and techniques from risk-neutral pricing theory such as NFLVR, market completeness, and changes of measure are given an equivalent formulation and extended to models which are deformable into arbitrage-free models.
After revision: We introduce a regularization approach to arbitrage-free models.