no code implementations • 19 Jul 2022 • Anastasia Borovykh, Dante Kalise, Alexis Laignelet, Panos Parpas
A deep learning approach for the approximation of the Hamilton-Jacobi-Bellman partial differential equation (HJB PDE) associated to the Nonlinear Quadratic Regulator (NLQR) problem.
no code implementations • 25 Oct 2019 • Batuhan Güler, Alexis Laignelet, Panos Parpas
Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs).
1 code implementation • 16 Mar 2019 • Nicolò Frisiani, Alexis Laignelet, Batuhan Güler
This report contains the details regarding our submission to the OffensEval 2019 (SemEval 2019 - Task 6).