Côme Huré
Côme Huré
Université Paris Diderot
Adresse e-mail validée de lpsm.paris
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Année
Some machine learning schemes for high-dimensional nonlinear PDEs
C Huré, H Pham, X Warin
arXiv preprint arXiv:1902.01599, 2019
442019
Deep neural networks algorithms for stochastic control problems on finite horizon, part I: convergence analysis
C Huré, H Pham, A Bachouch, N Langrené
arXiv preprint arXiv:1812.04300, 2018
222018
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
142018
Algorithmic trading in a microstructural limit order book model
F Abergel, C Huré, H Pham
Quantitative Finance, 1-21, 2020
122020
Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications
A Bachouch, C Huré, N Langrené, H Pham
arXiv preprint arXiv:1812.05916, 2018
92018
Deep backward schemes for high-dimensional nonlinear PDEs
C Huré, H Pham, X Warin
Mathematics of Computation 89 (324), 1547-1579, 2020
62020
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
62019
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
62018
Deep neural networks algorithms for stochastic control problems on finite horizon: convergence analysis
C Huré, H Pham, A Bachouch, N Langrené
arXiv preprint arXiv:1812.04300, 2018
52018
Numerical Methods and Deep Learning for Stochastic Control Problems and Partial Differential Equations
C Huré
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
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