Côme Huré

1. Deep backward schemes for high-dimensional nonlinear PDEs
   2019/12/04 by Côme Huré, Huyên Pham, Xavier Warin · 17 citations
   Physics and Astronomy · Economics, Econometrics and Finance · Engineering · #Model Reduction and Neural Networks #Stochastic processes and financial applications #Fluid Dynamics and Turbulent Flows
2. A Class of Finite-Dimensional Numerically Solvable McKean-Vlasov Control Problems
   2018/02/27 by Alessandro Balata, Balata, Alessandro, Côme Huré +7 · 2 citations
   Economics, Econometrics and Finance · #Market Dynamics and Volatility #Stochastic processes and financial applications #Monetary Policy and Economic Impact
3. Deep backward schemes for high-dimensional nonlinear PDEs
   2019/02/04 by Côme Huré, Huré, Côme, Huyên Pham +3 · 2 citations
   Decision Sciences · Economics, Econometrics and Finance · Engineering · Physics and Astronomy · #FOS: Computer and information sciences #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Machine Learning (stat.ML) #Model Reduction and Neural Networks #Neural and Evolutionary Computing (cs.NE) #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Probabilistic and Robust Engineering Design #Probability (math.PR) #Stochastic processes and financial applications