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Solving path dependent PDEs with LSTM networks and path signatures

Publication: Solving path dependent PDEs with LSTM networks and path signatures. Published Nov 20, 2020.

arxiv.orgPublished Nov 20, 2020
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Overview

Publication: Solving path dependent PDEs with LSTM networks and path signatures. Published Nov 20, 2020.

Publication information

Publication title
Solving path dependent PDEs with LSTM networks and path signatures
Authors
Marc Sabate-Vidales, David Šiška, Lukasz Szpruch
Published
Nov 20, 2020
Last publication revision
Nov 20, 2020
Subject areas
q-fin.CP
Publication source
arxiv.org · abs/2011.10630v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2011.10630 ↗

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