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April Nellis
ORCID
Publication Activity (10 Years)
Years Active: 2023-2023
Publications (10 Years): 2
Top Topics
High Dimensional Problems
Minimum Energy
Neural Network
Markov Process
Top Venues
SIAM/ASA J. Uncertain. Quantification
SIAM J. Financial Math.
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Publications
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Erhan Bayraktar
,
Asaf Cohen
,
April Nellis
A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets.
SIAM J. Financial Math.
14 (4) (2023)
Elliot Cartee
,
Antonio Farah
,
April Nellis
,
Jacob Van Hook
,
Alexander Vladimirsky
Quantifying and Managing Uncertainty in Piecewise-Deterministic Markov Processes.
SIAM/ASA J. Uncertain. Quantification
11 (3) (2023)