Detering, Nils
- Neural Networks in Fréchet spaces
2021/09/28 by Benth, Fred Espen, Detering, Nils, Galimberti, Luca · 2 citations
#46Exx #68T07 #FOS: Mathematics #Functional Analysis (math.FA)
- Pricing options on flow forwards by neural networks in Hilbert space
2022/02/17 by Fred Espen Benth, Benth, Fred Espen, Nils Detering +3 · 2 citations
Computer Science · Economics, Econometrics and Finance · Physics and Astronomy · #91G20 #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (cs.LG) #Model Reduction and Neural Networks #Neural Networks and Applications #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Stochastic processes and financial applications
- Reinforcement Learning Algorithm for Mixed Mean Field Control Games
2022/05/04 by Andrea Angiuli, Angiuli, Andrea, Nils Detering +7 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #68Q32 #91A16 #Auction Theory and Applications #Economic theories and models #FOS: Mathematics #Game Theory and Applications #Optimization and Control (math.OC)
- Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game
2022/07/07 by Angiuli, Andrea, Detering, Nils, Fouque, Jean-Pierre +2 · 2 citations
#FOS: Mathematics #Optimization and Control (math.OC)