Solving high-dimensional partial differential equations using deep learning

Adaptive importance sampling in least-squares Monte Carlo algorithms for backward stochastic differential equations

(2017) E. Gobet et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Mastering the game of Go with deep neural networks and tree search

(2016) David Silver et al.   NATURE

A PRIMAL-DUAL ALGORITHM FOR BSDES

(2015) Christian Bender et al.   MATHEMATICAL FINANCE

Deep learning

(2015) Yann LeCun et al.   NATURE

A numerical algorithm for a class of BSDEs via the branching process

(2013) Pierre Henry-Labordère et al.   STOCHASTIC PROCESSES AND THEIR APPLICATIONS

Deep Neural Networks for Acoustic Modeling in Speech Recognition: The Shared Views of Four Research Groups

(2012) Geoffrey Hinton et al.   IEEE SIGNAL PROCESSING MAGAZINE