activity
20172026
most citedTowards Robust and Stable Deep Learning Algorithms for Forward Backward Stochastic Differential Equations

12 citations · 18 across the 11 of their papers we have counts for

collaborators
Showing 2026Show all

1 paper · 1 filter

math.OC2026

Simulation-Based Neural Policies for Portfolio Choice: Architecture, Training, and Interpretability

Jules Viard, Alexander Michaelides, Panos Parpas

Many economic decision problems, lifecycle consumption-saving and dynamic portfolio choice, are finite-horizon stochastic control problems with continuous states and actions. When…