相关论文: Solving non-linear Kolmogorov equations in large d…

The modern digital engineering design often requires costly repeated simulations for different scenarios. The prediction capability of neural networks (NNs) makes them suitable surrogates for providing design insights. However, only a few…

We introduce evolutionary Kolmogorov-Arnold Networks (EvoKAN), a novel framework for solving complex partial differential equations (PDEs). EvoKAN builds on Kolmogorov-Arnold Networks (KANs), where activation functions are spline based and…

We propose PO-CKAN, a physics-informed deep operator framework based on Chunkwise Rational Kolmogorov--Arnold Networks (KANs), for approximating the solution operators of partial differential equations. This framework leverages a Deep…

Complex nonlinear models such as deep neural network (DNNs) have become an important tool for image classification, speech recognition, natural language processing, and many other fields of application. These models however lack…

Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs). The connection…

We propose an accurate data-driven numerical scheme to solve Stochastic Differential Equations (SDEs), by taking large time steps. The SDE discretization is built up by means of a polynomial chaos expansion method, on the basis of…

The Kolmogorov-Arnold representation is a proven adequate replacement of a continuous multivariate function by an hierarchical structure of multiple functions of one variable. The proven existence of such representation inspired many…

A long-standing problem at the interface of artificial intelligence and applied mathematics is to devise an algorithm capable of achieving human level or even superhuman proficiency in transforming observed data into predictive mathematical…

Deep hedging is a framework for hedging derivatives in the presence of market frictions. In this study, we focus on the problem of hedging a given target option by using multiple options. To extend the deep hedging framework to this…

Randomness and regularities in Finance are usually treated in probabilistic terms. In this paper, we develop a completely different approach in using a non-probabilistic framework based on the algorithmic information theory initially…

This paper proposes an Adaptive Basis-inspired Deep Neural Network (ABI-DNN) for solving partial differential equations with localized phenomena such as sharp gradients and singularities. Like the adaptive finite element method, ABI-DNN…

The development of Kolmogorov-Arnold networks (KANs) marks a significant shift from traditional multi-layer perceptrons in deep learning. Initially, KANs employed B-spline curves as their primary basis function, but their inherent…

Deep learning approaches for partial differential equations (PDEs) have received much attention in recent years due to their mesh-freeness and computational efficiency. However, most of the works so far have concentrated on time-dependent…

This article investigates the use of random feature neural networks for learning Kolmogorov partial (integro-)differential equations associated to Black-Scholes and more general exponential L\'evy models. Random feature neural networks are…

This systematic review explores the theoretical foundations, evolution, applications, and future potential of Kolmogorov-Arnold Networks (KAN), a neural network model inspired by the Kolmogorov-Arnold representation theorem. KANs…

The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…

Despite their immense success, deep convolutional neural networks (CNNs) can be difficult to optimize and costly to train due to hundreds of layers within the network depth. Conventional convolutional operations are fundamentally limited by…

Nonlinear differential equations are challenging to solve numerically and are important to understanding the dynamics of many physical systems. Deep neural networks have been applied to help alleviate the computational cost that is…

Tabular data analysis presents unique challenges that arise from heterogeneous feature types, missing values, and complex feature interactions. While traditional machine learning methods like gradient boosting often outperform deep…

This paper presents machine learning techniques and deep reinforcement learningbased algorithms for the efficient resolution of nonlinear partial differential equations and dynamic optimization problems arising in investment decisions and…