no code implementations • 6 Mar 2023 • Danilo Naiff, Shashwat Goel
Powerful artificial intelligence poses an existential threat if the AI decides to drastically change the world in pursuit of its goals.
2 code implementations • 21 Nov 2018 • Ali Al-Aradi, Adolfo Correia, Danilo Naiff, Gabriel Jardim, Yuri Saporito
In this work we apply the Deep Galerkin Method (DGM) described in Sirignano and Spiliopoulos (2018) to solve a number of partial differential equations that arise in quantitative finance applications including option pricing, optimal execution, mean field games, etc.