Machine learning architectures for price formation models
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Publication:6166250
DOI10.1007/s00245-023-10002-8zbMath1515.35277arXiv2204.03968MaRDI QIDQ6166250
Julian Gutierrez, Diogo Aguiar Gomes, Mathieu Laurière
Publication date: 6 July 2023
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2204.03968
Artificial neural networks and deep learning (68T07) Mean field games and control (49N80) PDEs in connection with mean field game theory (35Q89)
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