high-dimensional problems

Deep learning-based algorithms for high-dimensional nonlinear backward stochastic differential equations

October 12, 2023 Matthias Ehrhardt

My name is Lorenc Kapllani and I am a PhD student in the Applied and Computational Mathematics group at the University of Wuppertal. My research focuses on the development of efficient deep learning-based algorithms for solving high-dimensional nonlinear backward stochastic differential equations (BSDEs) and quantifying their uncertainty. The primary motivation […]

Computational Finance
Featured
Wuppertal

GPU Computing and Machine Learning for solving high-dimensional BSDEs

May 28, 2020 Matthias Ehrhardt

My name is Lorenc Kapllani, I come from Albania. Currently, I’m following my first year of the PhD program in University of Wuppertal, group of Applied Mathematics and Numerical Analysis (AMNA). I completed the bachelor’s degree in Engineering Mathematics at the Polytechnic University of Tirana (Albania). My bachelor thesis was […]

Computational Finance and Energy Markets
Wuppertal

Tag: high-dimensional problems

Deep learning-based algorithms for high-dimensional nonlinear backward stochastic differential equations

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GPU Computing and Machine Learning for solving high-dimensional BSDEs

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