Ali Al-Aradi | DeepAI

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Featured Co-authors

Sebastian Jaimungal
17 publications
Yuri Saporito
2 publications
Adolfo Correia
1 publication
Danilo de Frietas Naiff
1 publication
Gabriel Jardim
1 publication

research

∙ 11/30/2019

Applications of the Deep Galerkin Method to Solving Partial Integro-Differential and Hamilton-Jacobi-Bellman Equations

We extend the Deep Galerkin Method (DGM) introduced in Sirignano and Spi...

45 Ali Al-Aradi, et al. ∙

research

∙ 03/16/2019

Active and Passive Portfolio Management with Latent Factors

We address a portfolio selection problem that combines active (outperfor...

0 Ali Al-Aradi, et al. ∙