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20222026
most citedA Variational Approach For Price Formation Models In One Dimension

1 citations · 3 across the 6 of their papers we have counts for

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math.OC2023

Machine Learning architectures for price formation models with common noise

Diogo Gomes, Julian Gutierrez, Mathieu Laurière

We propose a machine learning method to solve a mean-field game price formation model with common noise. This involves determining the price of a commodity traded among rational ag…

math.OC2022★ 1 cited

Machine Learning architectures for price formation models

Diogo Gomes, Julián Gutiérrez, Mathieu Laurière

Here, we study machine learning (ML) architectures to solve a mean-field games (MFGs) system arising in price formation models. We formulate a training process that relies on a min…