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
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| 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 |
Statements
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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0.8479911088943481
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0.8261409997940063
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0.8190441727638245
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0.8121078610420227
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0.8093463778495789
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