//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Deep learning"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Modeling Credit Risk: A Struct...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Deep learning
Option pricing theory
60
Optionspreistheorie
60
Theorie
58
Theory
58
Stochastic process
41
Stochastischer Prozess
41
Portfolio selection
36
Portfolio-Management
36
Volatility
26
Volatilität
26
Yield curve
23
Zinsstruktur
23
Asymptotic expansion
21
Malliavin calculus
16
Agent-based modeling
14
Agentenbasierte Modellierung
14
Derivat
13
Derivative
13
Incomplete market
12
Unvollkommener Markt
12
Credit risk
11
Estimation theory
11
Kreditrisiko
11
Monte Carlo simulation
11
Schätztheorie
11
Analysis
10
Currency option
10
Hedging
10
Mathematical analysis
10
Option trading
10
Optionsgeschäft
10
Allgemeines Gleichgewicht
9
General equilibrium
9
Monte-Carlo-Simulation
9
Devisenoption
8
Equilibrium theory
8
Gleichgewichtstheorie
8
Japan
8
Mathematical programming
8
more ...
less ...
Online availability
All
Free
8
Undetermined
1
Type of publication
All
Book / Working Paper
8
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
9
Author
All
Takahashi, Akihiko
9
Yamada, Toshihiro
8
Tsuchida, Yoshifumi
3
Iguchi, Yuga
2
Naito, Riu
2
Fujii, Masaaki
1
Okano, Yusuke
1
Takahashi, Masayuki
1
more ...
less ...
Published in...
All
CIRJE discussion papers / F series
5
CARF working paper
3
Asia-Pacific financial markets
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
Persistent link: https://www.econbiz.de/10012813680
Saved in:
2
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
-
This version : August 10, 2021
Persistent link: https://www.econbiz.de/10012616192
Saved in:
3
Asymptotic expansion as prior knowledge in deep learning method for high dimensional BSDEs
Fujii, Masaaki
;
Takahashi, Akihiko
;
Takahashi, Masayuki
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 391-408
Persistent link: https://www.econbiz.de/10012309704
Saved in:
4
Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version: May 9, 2023
Persistent link: https://www.econbiz.de/10014289121
Saved in:
5
Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2023
-
This version : May 9, 2023
Persistent link: https://www.econbiz.de/10014266288
Saved in:
6
A new efficient approximation scheme for solving high-dimensional semilinear PDEs : control variate method for Deep BSDE solver
Takahashi, Akihiko
;
Tsuchida, Yoshifumi
;
Yamada, Toshihiro
-
2021
-
Revised in August, November 2021, January and February 2022
Persistent link: https://www.econbiz.de/10013335002
Saved in:
7
Asymptotic expansion and deep neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with nonlinear coeffi...
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2021
Persistent link: https://www.econbiz.de/10013336341
Saved in:
8
Deep asymptotic expansion with weak approximation
Iguchi, Yuga
;
Naito, Riu
;
Okano, Yusuke
;
Yamada, Toshihiro
-
2021
-
Revised in August 2021
Persistent link: https://www.econbiz.de/10013336343
Saved in:
9
Deep Asymptotic Expansion : Application to Financial Mathematics
Iguchi, Yuga
;
Naito, Riu
;
Takahashi, Akihiko
;
Yamada, …
-
2021
-
Revised in February 2022
Persistent link: https://www.econbiz.de/10013339086
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->