L. Jeff Hong's Research Group
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Training Artificial Neural Networks by Generalized Likelihood Ratio Method: An Effective Way to Improve Robustness
Xiao, L., Y. Peng, L. J. Hong, Z. Ke and S. Yang
January 2020
PDF
Project
Project
Type
Conference paper
Publication
IEEE 16th International Conference on Automation Science and Engineering (CASE), pp.1343-1348
Simulation Optimization
Emerging areas in Stochastic Simulation
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Option Pricing By Neural Stochastic Differential Equations: A Simulation-optimization Approach
Surrogate-based simulation optimization
Gaussian process based search for continuous optimization via simulation
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