Liu, Shuaiqiang; Grzelak, Lech A.; Oosterlee, Cornelis … - In: Risks : open access journal 10 (2022) 3, pp. 1-27
accurately determined stochastic collocation (SC) points. By employing an artificial neural network to learn these SC points, we …. With a method variant called the compression-decompression collocation and interpolation technique, we can drastically …