Joseph Mikael

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Numerical resolution of McKean-Vlasov FBSDEs using neural networks
Methodology and Computing in Applied Probability
2023-02-17Paper
Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing.
MathematicS In Action
2022-11-08Paper
Conditional Loss and Deep Euler Scheme for Time Series Generation2021-02-10Paper
Conditional Loss and Deep Euler Scheme for Time Series Generation
(available as arXiv preprint)
2021-01-01Paper
Machine learning for semi linear PDEs
Journal of Scientific Computing
2019-07-26Paper


Research outcomes over time


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