Optimal Stopping via Randomized Neural Networks

Optimal Stopping via Randomized Neural Networks

28 April 2021

Calypso Herrera

Josef Teichmann

Papers citing "Optimal Stopping via Randomized Neural Networks"

19 / 19 papers shown

Title
RandNet-Parareal: a time-parallel PDE solver using Random Neural Networks Guglielmo Gattiglio Lyudmila Grigoryeva M. Tamborrino 36 1 0 09 Nov 2024
Scalable Signature-Based Distribution Regression via Reference Sets Andrew Alden Carmine Ventre Blanka Horvath 21 0 0 11 Oct 2024
Deep Learning Algorithms for Mean Field Optimal Stopping in Finite Space and Discrete Time Lorenzo Magnino Yuchen Zhu Mathieu Laurière AI4CE 24 1 0 11 Oct 2024
Adaptive Device-Edge Collaboration on DNN Inference in AIoT: A Digital Twin-Assisted Approach Shisheng Hu Mushu Li Jie Gao Conghao Zhou X. Shen 28 13 0 27 May 2024
A Theoretical Analysis of the Test Error of Finite-Rank Kernel Ridge Regression Tin Sum Cheng Aurelien Lucchi Ivan Dokmanić Anastasis Kratsios David Belius 31 4 0 02 Oct 2023
Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing Xuwei Yang Anastasis Kratsios Florian Krach Matheus Grasselli Aurelien Lucchi FedML 21 2 0 08 Sep 2023
How (Implicit) Regularization of ReLU Neural Networks Characterizes the Learned Function -- Part II: the Multi-D Case of Two Layers with Random First Layer Jakob Heiss Josef Teichmann Hanna Wutte AI4CE 17 2 0 20 Mar 2023
Simultaneous upper and lower bounds of American option prices with hedging via neural networks Ivan Guo Nicolas Langrené Jiahao Wu 17 0 0 24 Feb 2023
Efficient Pricing and Hedging of High Dimensional American Options Using Recurrent Networks Andrews Na J. Wan 23 9 0 19 Jan 2023
Quantum-Inspired Tensor Neural Networks for Option Pricing Raj G. Patel Chia-Wei Hsing Serkan Şahi̇n Samuel Palmer S. Jahromi ... Mustafa Abid Stephane Aubert Pierre Castellani Samuel Mugel Roman Orus 15 3 0 28 Dec 2022
Deep Signature Algorithm for Multi-dimensional Path-Dependent Options Erhan Bayraktar Qiaochu Feng Zhao-qin Zhang 17 2 0 21 Nov 2022
Deep neural network expressivity for optimal stopping problems Lukas Gonon 15 6 0 19 Oct 2022
Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems Chengfan Gao Siping Gao Ruimeng Hu Zimu Zhu 23 14 0 08 Oct 2022
Learning to Liquidate Forex: Optimal Stopping via Adaptive Top-K Regression Diksha Garg Pankaj Malhotra Anil Bhatia Sanjay Bhat L. Vig Gautam M. Shroff 21 0 0 25 Feb 2022
Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformer Beatrice Acciaio Anastasis Kratsios G. Pammer OOD 49 20 0 31 Jan 2022
Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes C. Salvi M. Lemercier Chong Liu Blanka Hovarth Theodoros Damoulas Terry Lyons 9 31 0 08 Sep 2021
Unbiased Optimal Stopping via the MUSE Zhengqing Zhou Guanyang Wang Jose H. Blanchet Peter Glynn 24 6 0 04 Jun 2021
Universal Regular Conditional Distributions Anastasis Kratsios 28 3 0 17 May 2021
mlOSP: Towards a Unified Implementation of Regression Monte Carlo Algorithms M. Ludkovski 28 7 0 01 Dec 2020