163 citations · 176 across the 8 of their papers we have counts for
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cs.CE2020
RotEqNet: Rotation-Equivariant Network for Fluid Systems with Symmetric High-Order Tensors
Liyao Gao, Yifan Du, Hongshan Li +1
In the recent application of scientific modeling, machine learning models are largely applied to facilitate computational simulations of fluid systems. Rotation symmetry is a gener…
cs.CE2020★ 1 cited
An iterative splitting method for pricing European options under the Heston model
Hongshan Li, Zhongyi Huang
In this paper, we propose an iterative splitting method to solve the partial differential equations in option pricing problems. We focus on the Heston stochastic volatility model a…