Litcius/Paper detail

The application of improved physics-informed neural network (IPINN) method in finance

Yuexing Bai, Temuer Chaolu, Sudao Bilige

2022Nonlinear Dynamics75 citationsDOI

Topics & Concepts

Artificial neural networkBlack–Scholes modelComputer scienceNumerical analysisMathematical optimizationApplied mathematicsPopulationConvergence (economics)Valuation of optionsMathematicsArtificial intelligenceEconomicsMathematical analysisEconometricsVolatility (finance)Economic growthSociologyDemographyModel Reduction and Neural NetworksFractional Differential Equations SolutionsFluid Dynamics and Turbulent Flows
The application of improved physics-informed neural network (IPINN) method in finance | Litcius