年別の研究成果
年別の研究成果
検索結果
-
2023
Deep Learning-Based Expansion Around Elliptic Diffusions
Naito, R. & Yamada, T., 2023/12/05, 2023 IEEE Asia-Pacific Conference on Computer Science and Data Engineering, CSDE 2023. (2023 IEEE Asia-Pacific Conference on Computer Science and Data Engineering, CSDE 2023).研究成果: 書籍の章/レポート/会議録 › 会議への寄与 › 査読
-
2022
A deep learning-based high-order operator splitting method for high-dimensional nonlinear parabolic PDEs via Malliavin calculus: application to CVA computation
Naito, R. & Yamada, T., 2022, 2022 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2022 - Proceedings. Institute of Electrical and Electronics Engineers Inc., (2022 IEEE Symposium on Computational Intelligence for Financial Engineering and Economics, CIFEr 2022 - Proceedings).研究成果: 書籍の章/レポート/会議録 › 会議への寄与 › 査読
3 被引用数 (Scopus) -
2021
Deep Asymptotic Expansion: Application to Financial Mathematics
Iguchi, Y., Naito, R., Okano, Y., Takahashi, A. & Yamada, T., 2021, 2021 IEEE Asia-Pacific Conference on Computer Science and Data Engineering, CSDE 2021. Institute of Electrical and Electronics Engineers Inc., (2021 IEEE Asia-Pacific Conference on Computer Science and Data Engineering, CSDE 2021).研究成果: 書籍の章/レポート/会議録 › 会議への寄与 › 査読
6 被引用数 (Scopus)