数学
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Deep Learning Algorithms for FBSDEs with Jumps: Applications to Option Pricing and a MFG Model for Smart Grids
作者Clemence Alasseur; Zakaria Bensaid; Roxana Dumitrescu; Xavier Warin
作者单位1. EDF R&D & FiME, EDF R&D, Palaiseau, France; 2. Laboratoire Manceau de Mathématiques & FR CNRS No 2962, Institut du Risque et de l’Assurance, Université Le Mans, Le Mans, France; 3. CREST-ENSAE, Institut Polytechnique de Paris, Paris, France
Reliability Inference for Semi-Markov Models based on Multiple Trajectories
作者Samis Trevezas; Mohamed Hamdaoui; Irene Votsi
作者单位1. Department of Mathematics, National and Kapodistrian University of Athens, Athens, Greece; 2. MICS Laboratory, CentraleSupélec – Université Paris-Saclay, Gif-sur-Yvette, France; 3. LEM3, Université de Lorraine, UMR CNRS 7239, 7 Rue Félix Savart, Metz, France; 4. LIEC, Université de Lorraine, UMR CNRS 7360, 8 rue Delestraint, Metz, France
Turing–Entropic Tail Classification: A Nonparametric Approach to Tail Inference
作者Jialin Zhang; Zhiyi Zhang
作者单位1. Department of Mathematics and Statistics, Mississippi State University, Mississippi State, USA; 2. Department of Mathematics and Statistics, University of North Carolina at Charlotte, Charlotte, USA
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