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Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations
deep learning / numerical methodsResource overview

Deep learning-based numerical methods for high-dimensional parabolic partial differential equations and backward stochastic differential equations

Paper2017

by Arnulf Jentzen, Jiequn Han, Weinan E

Tags
deep learningnumerical methodspartial differential equationsreinforcement learning

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Suggested foundations for financial machine learning and optimisation and numerical methods. Specialist prerequisites vary by paper.

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