Neural SDEs, Deep Learning and Stochastic Control

Neural SDEs, Deep Learning and Stochastic Control

Fields Institute via YouTube Direct link

Classical Models

4 of 17

4 of 17

Classical Models

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Classroom Contents

Neural SDEs, Deep Learning and Stochastic Control

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  1. 1 Introduction
  2. 2 Deep Learning and Stochastic Control
  3. 3 Modeling in Finance
  4. 4 Classical Models
  5. 5 Disadvantages
  6. 6 Optimal Transport
  7. 7 Neural Networks
  8. 8 Calibration
  9. 9 Algorithm
  10. 10 Simulations
  11. 11 Extensions
  12. 12 Additional Market Information
  13. 13 Neural SDEs
  14. 14 Stochastic Control
  15. 15 Gradient Flows
  16. 16 Example
  17. 17 Stochastic Gradient Descent

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