Neural Network Convergence for Variational Inequalities

By Yun Zhao, Harry Zheng

Published 2025-10-21

Everscope rating

1997.1

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Neural Network Approximation for Linear Parabolic Variational Inequalities with Sobolev Convergence. Problem types: Optimization, Portfolio Optimization, Risk Management, American Option Pricing, Optimal Stopping, Optimal Control, PDE/VI Solving.

arXiv:2509.26535 · Paper rankings

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