MohamedAmineHazzami/Modified-Deep-BSDE: v1.0.0

Zenodo (CERN European Organization for Nuclear Research) 2026 Open access

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Authors: MohamedAmineHazzami
DOI: 10.5281/zenodo.18303817
Cited by: 0

Abstract

This repo contains code for the Modified Deep BSDE scheme. This work was done during the PhD of Mohamed-Amine Hazzami, in collaboration with Nabil Kazi-Tani and Vineeth Satheeskumar-Varma.

Fields of Study & Subjects

Stochastic processes and financial applications Model Reduction and Neural Networks Stock Market Forecasting Methods

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
19 January 2026