Kaj Nyström

Publication Activity (10 Years)

Years Active: 2006-2022
Publications (10 Years): 8

Top Topics

Weighted Average

Partial Differential Equations

Top Venues

Monte Carlo Methods Appl.

J. Comput. Phys.

J. Oper. Res. Soc.

Publications

Carmina Fjellström, Kaj Nyström
Deep learning, stochastic gradient descent and diffusion maps. CoRR (2022)
Kaj Nyström, Changyong Zhang
Hawkes-based models for high frequency financial data. J. Oper. Res. Soc. 73 (10) (2022)
Kaj Nyström, Matias Vestberg
Solving the Dirichlet problem for the Monge-Ampère equation using neural networks. CoRR (2021)
Jens Berg, Kaj Nyström
Data-driven discovery of PDEs in complex datasets. J. Comput. Phys. 384 (2019)
Benny Avelin, Kaj Nyström
Neural ODEs as the Deep Limit of ResNets with constant weights. CoRR (2019)
Jens Berg, Kaj Nyström
A unified deep artificial neural network approach to partial differential equations in complex geometries. Neurocomputing 317 (2018)
Jens Berg, Kaj Nyström
Data-driven discovery of PDEs in complex datasets. CoRR (2018)
Jens Berg, Kaj Nyström
A unified deep artificial neural network approach to partial differential equations in complex geometries. CoRR (2017)
Kai Li, Kaj Nyström, Marcus Olofsson
Optimal switching problems under partial information. Monte Carlo Methods Appl. 21 (2) (2015)
Kaj Nyström, Thomas Önskog
Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations. J. Comput. Appl. Math. 235 (3) (2010)
Marie Frentz, Kaj Nyström
Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type. J. Comput. Appl. Math. 234 (1) (2010)
Kaj Nyström, Thomas Önskog
On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains. Monte Carlo Methods Appl. 15 (1) (2009)
David Broman, Kaj Nyström, Peter Fritzson
Determining over- and under-constrained systems of equations using structural constraint delta. GPCE (2006)