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Cuchulainn
Posts: 59386
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
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Re: DL and PDEs

May 25th, 2019, 7:15 pm

ISayMoo
You chose not  to answer the most important question

"But ... what's the problem, i.e. the question that is trying to get out?"

So, next time I will write

These questions are not even wrong. (JUST KIDDING)
But ... SERIOUSLY what's the problem, i.e. the question that is trying to get out?

Makes sure don't act the 6-year old.
 
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Cuchulainn
Posts: 59386
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Re: DL and PDEs

May 25th, 2019, 7:34 pm

Instead of applying NNs to ODEs, apply ODEs to NNs: https://arxiv.org/abs/1806.07366
Another thing: this is an article of 10 pages and > 100 references! Something really odd here. Maybe it's ML style?
 
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ISayMoo
Posts: 1887
Joined: September 30th, 2015, 8:30 pm

Re: DL and PDEs

May 25th, 2019, 8:01 pm

I think it's nice when people are conscious about giving credit for previous work.
 
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ISayMoo
Posts: 1887
Joined: September 30th, 2015, 8:30 pm

Re: DL and PDEs

May 25th, 2019, 8:04 pm

ISayMoo
You chose not  to answer the most important question

"But ... what's the problem, i.e. the question that is trying to get out?"

So, next time I will write

These questions are not even wrong. (JUST KIDDING)
But ... SERIOUSLY what's the problem, i.e. the question that is trying to get out?

Makes sure don't act the 6-year old.
Seriously: the first Section explains what their goal is.
 
User avatar
Cuchulainn
Posts: 59386
Joined: July 16th, 2004, 7:38 am
Location: Amsterdam
Contact:

Re: DL and PDEs

August 13th, 2019, 10:14 am

Question on FDM and ML

On model validation, an idea might be to adapt current techniques to PDE, e.g. holdout sets, cross-validation + variations etc. (e.g. book by van der Plas Python Data Science Handbook (pages 361-370)).

Feedback from august members welcome.
 
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ISayMoo
Posts: 1887
Joined: September 30th, 2015, 8:30 pm

Re: DL and PDEs

August 13th, 2019, 11:29 am

I would look into methods used to test interpolation algorithms (which is what pricing models really are).
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