Côme Huré
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Person:2671219
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications Methodology and Computing in Applied Probability | 2022-06-03 | Paper |
| Deep neural networks algorithms for stochastic control problems on finite horizon: convergence analysis SIAM Journal on Numerical Analysis | 2021-02-23 | Paper |
| Algorithmic trading in a microstructural limit order book model Quantitative Finance | 2020-12-07 | Paper |
| Deep backward schemes for high-dimensional nonlinear PDEs Mathematics of Computation | 2020-04-08 | Paper |
| A class of finite-dimensional numerically solvable McKean-Vlasov control problems ESAIM: Proceedings and Surveys | 2019-07-11 | Paper |
| A class of finite-dimensional numerically solvable McKean-Vlasov control problems ESAIM: Proceedings and Surveys | 2019-07-11 | Paper |
Research outcomes over time
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