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Côme Huré
Côme Huré
Université Paris Diderot
Adresse e-mail validée de lpsm.paris
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Année
Deep backward schemes for high-dimensional nonlinear PDEs
C Huré, H Pham, X Warin
Mathematics of Computation 89 (324), 1547-1579, 2020
1682020
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
1262021
Some machine learning schemes for high-dimensional nonlinear PDEs
C Huré, H Pham, X Warin
arXiv preprint arXiv:1902.01599 33 (6), 27, 2019
962019
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
942022
Algorithmic trading in a microstructural limit order book model
F Abergel, C Huré, H Pham
Commodities, 691-730, 2022
362022
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
302018
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
132019
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
72018
Numerical methods and deep learning for stochastic control problems and partial differential equations
C Huré
Université Sorbonne Paris Cité, 2019
32019
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
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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