Deep backward schemes for high-dimensional nonlinear PDEs C Huré, H Pham, X Warin Mathematics of Computation 89 (324), 1547-1579, 2020 | 194 | 2020 |
Deep neural networks algorithms for stochastic control problems on finite horizon: convergence analysis C Huré, H Pham, A Bachouch, N Langrené SIAM Journal on Numerical Analysis 59 (1), 525-557, 2021 | 137 | 2021 |
Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications A Bachouch, C Huré, N Langrené, H Pham Methodology and Computing in Applied Probability 24 (1), 143-178, 2022 | 103 | 2022 |
Some machine learning schemes for high-dimensional nonlinear PDEs C Huré, H Pham, X Warin arXiv preprint arXiv:1902.01599 33 (6), 27, 2019 | 100 | 2019 |
Algorithmic trading in a microstructural limit order book model F Abergel, C Huré, H Pham Commodities, 691-730, 2022 | 37 | 2022 |
Deep neural networks algorithms for stochastic control problems on finite horizon, part 2: Numerical applications A Bachouch, C Huré, N Langrené, H Pham arXiv preprint arXiv:1812.05916, 2018 | 30 | 2018 |
A class of finite-dimensional numerically solvable McKean-Vlasov control problems A Balata, C Huré, M Laurière, H Pham, I Pimentel ESAIM: Proceedings and Surveys 65, 114-144, 2019 | 15 | 2019 |
A class of finite-dimensional numerically solvable McKean-Vlasov control problems A Balata, C Huré, M Laurière, H Pham, I Pimentel arXiv preprint arXiv:1803.00445, 2018 | 6 | 2018 |
Numerical methods and deep learning for stochastic control problems and partial differential equations C Huré Université Sorbonne Paris Cité, 2019 | 3 | 2019 |
691 Algorithmic Trading in a Microstructural Limit Order Book Model F Abergel, C Huré, H Pham Commodities: Fundamental Theory of Futures, Forwards, and Derivatives …, 2023 | | 2023 |
Numerical methods and deep learning for stochastic control problems and partial differential equations| Theses. fr C Huré Sorbonne Paris Cité, 2019 | | 2019 |
Deep backward schemes for C Huré, H Pham, X Warin | | |
Algorithmes probabilistes pour les équations de Hamilton-Jacobi-Bellman en dimension élevée N LANGRENÉ, C HURÉ, H PHAM, A Bachouch | | |