Stochastic Gradient Descent in Continuous Time (Q4607057)

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scientific article; zbMATH DE number 6849043
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Stochastic Gradient Descent in Continuous Time
scientific article; zbMATH DE number 6849043

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    Stochastic Gradient Descent in Continuous Time (English)
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    12 March 2018
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    statistical learning
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    machine learning
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    stochastic differential equations
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    American options
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    deep learning
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    stochastic gradient descent
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