Picture for Yuri Saporito

Yuri Saporito

Nonparametric Instrumental Variable Regression through Stochastic Approximate Gradients

Add code
Feb 08, 2024
Viaarxiv icon

KrigHedge: Gaussian Process Surrogates for Delta Hedging

Add code
Nov 03, 2020
Figure 1 for KrigHedge: Gaussian Process Surrogates for Delta Hedging
Figure 2 for KrigHedge: Gaussian Process Surrogates for Delta Hedging
Figure 3 for KrigHedge: Gaussian Process Surrogates for Delta Hedging
Figure 4 for KrigHedge: Gaussian Process Surrogates for Delta Hedging
Viaarxiv icon

Applications of the Deep Galerkin Method to Solving Partial Integro-Differential and Hamilton-Jacobi-Bellman Equations

Add code
Nov 30, 2019
Figure 1 for Applications of the Deep Galerkin Method to Solving Partial Integro-Differential and Hamilton-Jacobi-Bellman Equations
Figure 2 for Applications of the Deep Galerkin Method to Solving Partial Integro-Differential and Hamilton-Jacobi-Bellman Equations
Figure 3 for Applications of the Deep Galerkin Method to Solving Partial Integro-Differential and Hamilton-Jacobi-Bellman Equations
Figure 4 for Applications of the Deep Galerkin Method to Solving Partial Integro-Differential and Hamilton-Jacobi-Bellman Equations
Viaarxiv icon