Marc Sabate‐Vidales
- Solving path dependent PDEs with LSTM networks and path signatures
2020/11/20 by Marc Sabate‐Vidales, Marc Sabate-Vidales, David Šiška +5 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · Physics and Astronomy · #Algorithm #Applied mathematics #Artificial intelligence #Artificial neural network #Computational Finance (q-fin.CP) #Computer science #FOS: Economics and business #Fluid Dynamics and Turbulent Flows #Martingale (probability theory) #Mathematical optimization #Mathematics #Model Reduction and Neural Networks #Partial differential equation #Path (computing) #Stochastic processes and financial applications #q-fin.CP