2 papers
math.OC2026
Fractional Stochastic Neural Networks
Yuecai Han, Jianming Xu
In this paper, we develop a fractional stochastic neural network with residual dynamics driven by fractional Brownian motion. By introducing a discrete stochastic maximum principle…
stat.ML2024
Predicting path-dependent processes by deep learning
Xudong Zheng, Yuecai Han
In this paper, we investigate a deep learning method for predicting path-dependent processes based on discretely observed historical information. This method is implemented by cons…