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Marvin S. Müller
ORCID
Publication Activity (10 Years)
Years Active: 2021-2022
Publications (10 Years): 2
Top Topics
Machine Learning
Step Size
Random Forests
Stochastic Gradient Descent
Top Venues
CoRR
SIAM J. Financial Math.
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Publications
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Sebastian Becker
,
Arnulf Jentzen
,
Marvin S. Müller
,
Philippe von Wurstemberger
Learning the random variables in Monte Carlo simulations with stochastic gradient descent: Machine learning for parametric PDEs and financial derivative pricing.
CoRR
(2022)
Rama Cont
,
Marvin S. Müller
A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics.
SIAM J. Financial Math.
12 (2) (2021)