Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality

14 June 2021

Papers citing "Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality"

11 / 11 papers shown

Title
Deep Learning without Global Optimization by Random Fourier Neural Networks Owen Davis Gianluca Geraci Mohammad Motamed BDL 57 0 0 16 Jul 2024
Universal randomised signatures for generative time series modelling Francesca Biagini Lukas Gonon Niklas Walter 42 4 0 14 Jun 2024
Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs Ariel Neufeld Philipp Schmocker Sizhou Wu 37 7 0 08 May 2024
Unsupervised Random Quantum Networks for PDEs Josh Dees Antoine Jacquier Sylvain Laizet 21 2 0 21 Dec 2023
FAVOR#: Sharp Attention Kernel Approximations via New Classes of Positive Random Features Valerii Likhosherstov K. Choromanski Kumar Avinava Dubey Frederick Liu Tamás Sarlós Adrian Weller 18 3 0 01 Feb 2023
Deep neural network expressivity for optimal stopping problems Lukas Gonon 11 6 0 19 Oct 2022
Chaotic Hedging with Iterated Integrals and Neural Networks Ariel Neufeld Philipp Schmocker 31 10 0 21 Sep 2022
Chefs' Random Tables: Non-Trigonometric Random Features Valerii Likhosherstov K. Choromanski Kumar Avinava Dubey Frederick Liu Tamás Sarlós Adrian Weller 33 17 0 30 May 2022
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
$Approximation by Combinations of ReLU and Squared ReLU Ridge Functions with $ \ell^1 $ and $ \ell^0 $ Controls$ Approximation by Combinations of ReLU and Squared ReLU Ridge Functions with $\ell^1$ and $\ell^0$ Controls Jason M. Klusowski Andrew R. Barron 130 142 0 26 Jul 2016
Stochastic Gradient Descent for Non-smooth Optimization: Convergence Results and Optimal Averaging Schemes Ohad Shamir Tong Zhang 101 570 0 08 Dec 2012