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Balint Negyesi
Publication Activity (10 Years)
Years Active: 2021-2024
Publications (10 Years): 2
Top Topics
Deep Learning
Convergence Rate
Unsupervised Feature Learning
Control Problems
Top Venues
CoRR
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Publications
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Zhipeng Huang
,
Balint Negyesi
,
Cornelis W. Oosterlee
Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle.
CoRR
(2024)
Balint Negyesi
,
Kristoffer Andersson
,
Cornelis W. Oosterlee
The One Step Malliavin scheme: new discretization of BSDEs implemented with deep learning regressions.
CoRR
(2021)