Related papers: Physics Informed Neural Network for Option Pricing

In this paper, we propose the Adaptive Movement Sampling Physics-Informed Residual Network (AM-PIRN) to address challenges in solving nonlinear option pricing PDE models, where solutions often exhibit significant curvature or shock waves…

Neural networks can be trained to solve partial differential equations (PDEs) by using the PDE residual as the loss function. This strategy is called "physics-informed neural networks" (PINNs), but it currently cannot produce high-accuracy…

One of the most discussed problems in the financial world is stock option pricing. The Black-Scholes Equation is a Parabolic Partial Differential Equation which provides an option pricing model. The present work proposes an approach based…

Machine learning techniques have proven to be effective in addressing the structure of atomic nuclei. Physics$-$Informed Neural Networks (PINNs) are a promising machine learning technique suitable for solving integro-differential problems…

This work presents a physics-informed neural network (PINN) based framework to model the strain-rate and temperature dependence of the deformation fields in elastic-viscoplastic solids. To avoid unbalanced back-propagated gradients during…

In this article, we employ physics-informed residual learning (PIRL) and propose a pricing method for European options under a regime-switching framework, where closed-form solutions are not available. We demonstrate that the proposed…

Physics-informed neural networks (PINNs) have been proven as a promising way for solving various partial differential equations, especially high-dimensional ones and those with irregular boundaries. However, their capabilities in real…

Deep learning techniques with neural networks have been used effectively in computational fluid dynamics (CFD) to obtain solutions to nonlinear differential equations. This paper presents a physics-informed neural network (PINN) approach to…

Physics-informed neural networks (PINNs) [31] use automatic differentiation to solve partial differential equations (PDEs) by penalizing the PDE in the loss function at a random set of points in the domain of interest. Here, we develop a…

Phase field models, in particular, the Allen-Cahn type and Cahn-Hilliard type equations, have been widely used to investigate interfacial dynamic problems. Designing accurate, efficient, and stable numerical algorithms for solving the phase…

In this study, the capabilities of the Physics-Informed Neural Network (PINN) method are investigated for three major tasks: modeling, simulation, and optimization in the context of the heat conduction problem. In the modeling phase, the…

Mathematical models in neural networks are powerful tools for solving complex differential equations and optimizing their parameters; that is, solving the forward and inverse problems, respectively. A forward problem predicts the output of…

This paper explores the use of deep residual networks for pricing European options on Petrobras, one of the world's largest oil and gas producers, and compares its performance with the Black-Scholes (BS) model. Using eight years of…

In recent years the study of deep learning for solving differential equations has grown substantially. The use of physics-informed neural networks (PINNs) and deep operator networks (DeepONets) have emerged as two of the most useful…

We provide an approach enabling one to employ physics-informed neural networks (PINNs) for uncertainty quantification. Our approach is applicable to systems where observations are scarce (or even lacking), these being typical situations…

Physics-Informed Neural Networks (PINNs) have emerged as a powerful framework for solving partial differential equations (PDEs) by embedding physical laws into neural network training. However, traditional PINN models are typically designed…

The present study investigates the dynamics of nonlocal beams by establishing a consistent stress-driven integral elastic using the Physics-Informed Neural Network (PINN) approach. Specifically, a PINN is developed to compute the first…

The integration of physics-based knowledge with machine learning models is increasingly shaping the monitoring, diagnostics, and prognostics of electrical transformers. In this two-part series, the first paper introduced the foundations of…

In this paper we employ the emerging paradigm of physics-informed neural networks (PINNs) for the solution of representative inverse scattering problems in photonic metamaterials and nano-optics technologies. In particular, we successfully…

Physics-informed neural networks (PINNs) are revolutionizing science and engineering practice by bringing together the power of deep learning to bear on scientific computation. In forward modeling problems, PINNs are meshless partial…