Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations (Q2141183)
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scientific article; zbMATH DE number 7531247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations |
scientific article; zbMATH DE number 7531247 |
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Gradient boosting-based numerical methods for high-dimensional backward stochastic differential equations (English)
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23 May 2022
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backward stochastic differential equations (BSDEs)
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XGBoost
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high-dimensional problem
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regression
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