seb-becker / deep_pdeLinks
Source code related to the article "Deep splitting method for parabolic PDEs" by Christian Beck, Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, and Ariel Neufeld
☆14Updated 4 years ago
Alternatives and similar repositories for deep_pde
Users that are interested in deep_pde are comparing it to the libraries listed below
Sorting:
- ☆18Updated 3 years ago
- ☆15Updated 4 years ago
- Python code for Robust Identification of Investor Beliefs☆13Updated 4 years ago
- ANN-based Expectations Algorithm applied to the Neoclassical Investment Model☆10Updated 2 years ago
- Empirical Finance Course (PhD, Julia code)☆37Updated 9 months ago
- Financial Econometrics (MSc, Julia code)☆66Updated last month
- Machine Learning for Economic Modeling☆26Updated 5 years ago
- Translated notes from Matlab to Python for Dave Backus's Macrofoundations class.☆15Updated 7 years ago
- Source code for Bazdresch, Kahn, Whited "Estimating and Testing Dynamic Corporate Finance Models"☆23Updated 8 years ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Updated 3 years ago
- ☆19Updated 2 years ago
- Example codes for the SIAM Journal on Scientific Computing (SISC) paper "High-Dimensional Dynamic Stochastic Model Representation"☆21Updated last year
- Example codes for the Handbook chapter "Sparse Grids for Dynamic Economic Models" (Oxford Research Encyclopedia of Economics and Finance)☆42Updated last year
- Solving models with numerical methods (economics)☆12Updated 2 years ago
- Simple life cycle model following Costa Dias and O'Dea☆17Updated last year
- Code for replication of working paper version of The Art of Temporal Approximation☆12Updated last year
- Deep multistep methods to solve BSDEs of first and second order for the approximation of PDE solutions☆19Updated 5 years ago
- ☆15Updated last year
- Quantile Local Projections☆12Updated 3 years ago
- Replication Toolbox of the Macroeconomic Model Data Base (MMB)☆13Updated 7 months ago
- Python code for solving partial differential equations (PDEs) using deep learning. Specifically, we provide implementations for solving t…☆27Updated last year
- Materials for the mini-course on deep learning and macro-finance.☆22Updated last year
- Solution of Dynamic Incomplete Information Models☆11Updated last year
- ☆14Updated 6 years ago
- ☆19Updated 6 years ago
- ☆41Updated last year
- ☆27Updated 2 months ago
- Slides for teaching numerical methods in quantitative macroeconomics☆13Updated 3 years ago
- Replication materials for Kaplan, Mitman and Violante (2020): "The Housing Boom and Bust: Model Meets Evidence" published in the Journal …☆11Updated 4 years ago
- Solving and Simulating Several Heterogeneous Agents Borrowing and Savings Models☆23Updated 5 years ago