Pages that link to "Item:Q5014845"
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The following pages link to Solving high-dimensional optimal stopping problems using deep learning (Q5014845):
Displayed 19 items.
- Solving high-dimensional Hamilton-Jacobi-Bellman PDEs using neural networks: perspectives from the theory of controlled diffusions and measures on path space (Q825596) (← links)
- Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing. (Q2094859) (← links)
- Deep neural network approximations for solutions of PDEs based on Monte Carlo algorithms (Q2152480) (← links)
- Overcoming the curse of dimensionality in the numerical approximation of parabolic partial differential equations with gradient-dependent nonlinearities (Q2162115) (← links)
- Neural network regression for Bermudan option pricing (Q2239248) (← links)
- Space-time error estimates for deep neural network approximations for differential equations (Q2683168) (← links)
- An overview on deep learning-based approximation methods for partial differential equations (Q2697278) (← links)
- Connections between deep learning and partial differential equations (Q5014844) (← links)
- Algorithms for solving high dimensional PDEs: from nonlinear Monte Carlo to machine learning (Q5019943) (← links)
- A reinforcement learning approach to optimal execution (Q5079392) (← links)
- Randomized Optimal Stopping Algorithms and Their Convergence Analysis (Q5162847) (← links)
- Solving High-Dimensional Optimal Stopping Problems Using Optimization Based Model Order Reduction (Q5879352) (← links)
- Deep empirical risk minimization in finance: Looking into the future (Q6054448) (← links)
- Pricing High-Dimensional Bermudan Options with Hierarchical Tensor Formats (Q6159076) (← links)
- Neural network approximation and estimation of classifiers with classification boundary in a Barron class (Q6165247) (← links)
- Deep Weak Approximation of SDEs: A Spatial Approximation Scheme for Solving Kolmogorov Equations (Q6173002) (← links)
- Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing (Q6178392) (← links)
- A deep-genetic algorithm (deep-GA) approach for high-dimensional nonlinear parabolic partial differential equations (Q6184720) (← links)
- Designing universal causal deep learning models: The geometric (Hyper)transformer (Q6196301) (← links)