Towards Robust and Stable Deep Learning Algorithms for Forward Backward
Stochastic Differential Equations

Towards Robust and Stable Deep Learning Algorithms for Forward Backward Stochastic Differential Equations

25 October 2019

Alexis Laignelet

Papers citing "Towards Robust and Stable Deep Learning Algorithms for Forward Backward Stochastic Differential Equations"

12 / 12 papers shown

Title
Physics-Informed Machine Learning for Modeling and Control of Dynamical Systems Truong X. Nghiem Ján Drgoňa Colin N. Jones Zoltán Nagy Roland Schwan ... J. Paulson Andrea Carron M. Zeilinger Wenceslao Shaw-Cortez D. Vrabie PINN AI4CE 32 30 0 24 Jun 2023
Efficient Pricing and Hedging of High Dimensional American Options Using Recurrent Networks Andrews Na J. Wan 17 9 0 19 Jan 2023
Data-driven initialization of deep learning solvers for Hamilton-Jacobi-Bellman PDEs Anastasia Borovykh D. Kalise Alexis Laignelet P. Parpas 15 6 0 19 Jul 2022
Characteristic Neural Ordinary Differential Equations Xingzi Xu Ali Hasan Khalil Elkhalil Jie Ding Vahid Tarokh BDL 23 3 0 25 Nov 2021
Constructing Neural Network-Based Models for Simulating Dynamical Systems Christian Møldrup Legaard Thomas Schranz G. Schweiger Ján Drgovna Basak Falay C. Gomes Alexandros Iosifidis M. Abkar P. Larsen PINN AI4CE 28 93 0 02 Nov 2021
Learning the temporal evolution of multivariate densities via normalizing flows Yubin Lu R. Maulik Ting Gao Felix Dietrich Ioannis G. Kevrekidis Jinqiao Duan 13 22 0 29 Jul 2021
Adversarial Multi-task Learning Enhanced Physics-informed Neural Networks for Solving Partial Differential Equations Pongpisit Thanasutives M. Numao Ken-ichi Fukui AI4CE 16 24 0 29 Apr 2021
An overview on deep learning-based approximation methods for partial differential equations C. Beck Martin Hutzenthaler Arnulf Jentzen Benno Kuckuck 30 146 0 22 Dec 2020
Dissipative Deep Neural Dynamical Systems Ján Drgoňa Soumya Vasisht Aaron Tuor D. Vrabie 19 6 0 26 Nov 2020
Deep learning algorithms for solving high dimensional nonlinear backward stochastic differential equations Lorenc Kapllani Long Teng 16 11 0 03 Oct 2020
Continuous-in-Depth Neural Networks A. Queiruga N. Benjamin Erichson D. Taylor Michael W. Mahoney 16 45 0 05 Aug 2020
An Ode to an ODE K. Choromanski Jared Davis Valerii Likhosherstov Xingyou Song Jean-Jacques E. Slotine Jacob Varley Honglak Lee Adrian Weller Vikas Sindhwani 25 30 0 19 Jun 2020