Using neural networks for solving PDE, implementation of https://arxiv.org/pdf/1708.07469.pdf done for "Machine Learning B" class. The code is not yet finished, there seems to be a problem with the Burger equation (or not enought iterations) but American put works well.
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Using neural networks for solving PDE, implementation of https://arxiv.org/pdf/1708.07469.pdf done for "Machine Learning B" class.
Dawid-Dopierala/neural-networks-for-solving-PDE
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Using neural networks for solving PDE, implementation of https://arxiv.org/pdf/1708.07469.pdf done for "Machine Learning B" class.
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