Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations (Q5037569)
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scientific article; zbMATH DE number 7482308
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations |
scientific article; zbMATH DE number 7482308 |
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Analysis of the Generalization Error: Empirical Risk Minimization over Deep Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Black--Scholes Partial Differential Equations (English)
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1 March 2022
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deep learning
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curse of dimensionality
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Kolmogorov equation
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generalization error
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empirical risk minimization
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