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11/21/2022
Deep Signature Algorithm for Path-Dependent American option pricing
In this work, we study the deep signature algorithms for path-dependent ...
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05/17/2022
POViT: Vision Transformer for Multi-objective Design and Characterization of Nanophotonic Devices
We solve a fundamental challenge in semiconductor IC design: the fast an...
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08/24/2021
Deep Signature FBSDE Algorithm
We propose a deep signature/log-signature FBSDE algorithm to solve forwa...
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03/04/2020
