Hongxiao Chen

The Chinese University of Hong Kong

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Scholarly Papers (1)

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Applications of Deep Learning-Based Probabilistic Approach to Economic Models with High-Dimensional Controls

Number of pages: 39 Posted: 02 May 2025
Ji Huang and Hongxiao Chen
The Chinese University of Hong Kong (CUHK) - Department of Economics and The Chinese University of Hong Kong
Downloads 52 (844,502)

Abstract:

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JEL Classification: C63, F34, E43 backward stochastic differential equation, deep learning, finite volume method, debt maturity management, term structure of interest rates