1 citations · 2 across the 3 of their papers we have counts for
3 papers
cs.LG2026
Neural Networks with Local Converging Inputs for Efficient Options Pricing Models
Harris Cobb, Wenbo Hao, Yingjie Liu
We present a novel application of Neural Networks with Local Converging Inputs (NNLCI) to improve the efficiency of existing numerical methods for pricing multi-asset options. The…
math.NA2023★ 1 cited
Group projected Subspace Pursuit for Identification of variable coefficient differential equations (GP-IDENT)
Yuchen He, Sung-Ha Kang, Wenjing Liao +2
We propose an effective and robust algorithm for identifying partial differential equations (PDEs) with space-time varying coefficients from a single trajectory of noisy observatio…
math.NA2023★ 1 cited
Solving Maxwell's Equation in 2D with Neural Networks with Local Converging Inputs
Harris Cobb, Hwi Lee, Yingjie Liu
In this paper we apply neural networks with local converging inputs (NNLCI), originally introduced in [arXiv:2109.09316], to solve the two dimensional Maxwell's equation around per…