Deep BSDE solver in TensorFlow
☆297Apr 18, 2025Updated last year
Alternatives and similar repositories for DeepBSDE
Users that are interested in DeepBSDE are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Forward-Backward Stochastic Neural Networks: Deep Learning of High-dimensional Partial Differential Equations☆162Feb 20, 2020Updated 6 years ago
- Reproduce "Solving high-dimensional partial differential equations using deep learning" by pytorch☆39Aug 24, 2018Updated 8 years ago
- Solving high-dimensional Partial Differential Equations with Deep Learning☆27Jul 23, 2019Updated 7 years ago
- Implementation of "A deep solver for BSDEs with jumps"☆17Nov 14, 2024Updated last year
- Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions☆21May 29, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- This repository implements Jiequn Han's DeepBSDE solver in PyTorch, restructured for use as an installable Python package or a git submod…☆16Mar 15, 2025Updated last year
- Deep BSDE solver in Pytorch☆13Nov 12, 2024Updated last year
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- Source code related to the article "Deep splitting method for parabolic PDEs" by Christian Beck, Sebastian Becker, Patrick Cheridito, Arn…☆15Nov 1, 2020Updated 5 years ago
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.☆18Mar 20, 2020Updated 6 years ago
- ☆10Sep 21, 2019Updated 7 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 4 years ago
- JASA is a high-performance auction simulator written in JAVA. It is designed for performing experiments in agent-based computational econ…☆10Aug 29, 2023Updated 3 years ago
- Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633☆20Aug 6, 2020Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Deep Optimal Stopping Project☆16Jun 8, 2019Updated 7 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- PDE-Net: Learning PDEs from Data☆332Jun 26, 2021Updated 5 years ago
- Some codes used for the numerical examples proposed in https://arxiv.org/abs/1812.05916☆14Sep 6, 2019Updated 7 years ago
- code for "Optimal Stopping via Randomized Neural Networks"☆58Apr 17, 2024Updated 2 years ago
- Unbiased Deep Learning based Solvers for parametric PDEs☆12Oct 11, 2021Updated 4 years ago
- Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimens…☆20Nov 12, 2020Updated 5 years ago
- ☆18Jul 27, 2018Updated 8 years ago
- Solve nonlinear PDEs arising from economic models☆143Aug 28, 2026Updated last month
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- ☆11Mar 13, 2021Updated 5 years ago
- Solving Burgers equation using Python☆13May 26, 2020Updated 6 years ago
- CS230 Project: Deep Learning for PDE☆40Jun 10, 2018Updated 8 years ago
- Basic set of utilities for streaming real time trade and limit order book event data☆13May 20, 2022Updated 4 years ago
- A variational method for fast, approximate inference for stochastic differential equations.☆45Feb 3, 2026Updated 7 months ago
- ☆11Dec 18, 2015Updated 10 years ago
- A C++ generic programming library for machine learning☆12Nov 10, 2025Updated 10 months ago
- ☆15Dec 13, 2018Updated 7 years ago
- ☆14May 5, 2019Updated 7 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- Economic models and things in Pytorch☆22Nov 30, 2017Updated 8 years ago
- Implementation of the Deep Ritz method and the Deep Galerkin method☆65Jun 4, 2020Updated 6 years ago
- Deep renormalized Mori-Zwanzig (DrMZ) Julia package.☆17Jun 1, 2023Updated 3 years ago
- Stochastic local volatility model calibration☆20Apr 23, 2021Updated 5 years ago
- A Machine Learning Framework for Solving High-Dimensional Mean Field Game and Mean Field Control Problems☆34Nov 7, 2025Updated 10 months ago
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago