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Lorenc Kapllani
Publication Activity (10 Years)
Years Active: 2019-2024
Publications (10 Years): 5
Top Topics
Deep Learning
Financial Markets
Stochastic Differential Equations
Additive Gaussian Noise
Top Venues
CoRR
HPC
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Publications
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Lorenc Kapllani
,
Long Teng
A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations.
CoRR
(2024)
Lorenc Kapllani
,
Long Teng
,
Matthias Rottmann
Uncertainty quantification for deep learning-based schemes for solving high-dimensional backward stochastic differential equations.
CoRR
(2023)
Lorenc Kapllani
,
Long Teng
Deep Learning algorithms for solving high dimensional nonlinear Backward Stochastic Differential Equations.
CoRR
(2020)
Lorenc Kapllani
,
Long Teng
,
Matthias Ehrhardt
A Multistep Scheme to Solve Backward Stochastic Differential Equations for Option Pricing on GPUs.
HPC
(2019)
Lorenc Kapllani
,
Long Teng
Multistep schemes for solving backward stochastic differential equations on GPU.
CoRR
(2019)