A Deep Learning-Based Method for Fully Coupled Non-Markovian FBSDEs with Applications

By Hasib Uddin Molla, Matthew Backhouse, Ankit Banarjee, Jinniao Qiu

Published 2025-11-25

Everscope rating

1797.1

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Deep BSDE Method for Non-Markovian Fully Coupled FBSDEs. Problem types: Optimization, Portfolio Optimization, Risk Management, Numerical PDE Solving.

arXiv:2511.08735 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.