Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Abstract: Physics-informed neural networks (PINNs) have recently been utilized to tackle wave equation-based forward and inverse problems. However, they encounter challenges in accurately predicting ...
Abstract: In this paper, we investigate the Hermite spectral method (HSM) to numerically solve the forward Kolmogorov equation (FKE). A useful guideline of choosing the scaling factor of the ...