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Found 4 papers, 0 papers with code
Generative Ornstein-Uhlenbeck Markets via Geometric Deep Learning
We consider the problem of simultaneously approximating the conditional distribution of market prices and their log returns with a single machine learning model.
Optimal annuitization post-retirement with labor income
In this paper, we study the problem of post-retirement annuitization with extra labor income in the framework of stochastic control, optimal stopping, and expected utility maximization.
NEU: A Meta-Algorithm for Universal UAP-Invariant Feature Representation
We quantify the number of parameters required for this new architecture to memorize any set of input-output pairs while simultaneously fixing every point of the input space lying outside some compact set, and we quantify the size of this set as a function of our model's depth.
A Fourier interpolation method for numerical solution of FBSDEs: Global convergence, stability, and higher order discretizations
The convolution method for the numerical solution of forward-backward stochastic differential equations (FBSDEs), introduced in [21], uses a uniform space grid.
