Numerical solving of generalized Black-Scholes differential equation using deep learning based on blocked residual connection.
Muzhou HouHuawei FuZheng HuJia WangYinghao ChenYunlei YangPublished in: Digit. Signal Process. (2022)
Keyphrases
- differential equations
- deep learning
- numerical methods
- black scholes
- runge kutta
- feed forward artificial neural networks
- numerical solution
- dynamical systems
- machine learning
- unsupervised learning
- partial differential equations
- mental models
- weakly supervised
- option pricing
- decision making
- generative model
- higher order
- sensitivity analysis
- image analysis
- artificial neural networks
- image segmentation
- image processing
- computer vision
- neural network