Kaj Nyström

According to our database, Kaj Nyström authored at least 11 papers between 2006 and 2022.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2022

Hawkes-based models for high frequency financial data.

Kaj Nyström, Changyong Zhang

J. Oper. Res. Soc., 2022

Deep learning, stochastic gradient descent and diffusion maps.

Carmina Fjellström, Kaj Nyström

CoRR, 2022

2021

Solving the Dirichlet problem for the Monge-Ampère equation using neural networks.

Kaj Nyström, Matias Vestberg

CoRR, 2021

2019

Data-driven discovery of PDEs in complex datasets.

Jens Berg, Kaj Nyström

J. Comput. Phys., 2019

Neural ODEs as the Deep Limit of ResNets with constant weights.

Benny Avelin, Kaj Nyström

CoRR, 2019

2018

A unified deep artificial neural network approach to partial differential equations in complex geometries.

Jens Berg, Kaj Nyström

Neurocomputing, 2018

2015

Optimal switching problems under partial information.

Kai Li, Kaj Nyström, Marcus Olofsson

Monte Carlo Methods Appl., 2015

2010

Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations.

Kaj Nyström, Thomas Önskog

J. Comput. Appl. Math., 2010

Adaptive stochastic weak approximation of degenerate parabolic equations of Kolmogorov type.

Marie Frentz, Kaj Nyström

J. Comput. Appl. Math., 2010

2009

On Monte Carlo algorithms applied to Dirichlet problems for parabolic operators in the setting of time-dependent domains.

Kaj Nyström, Thomas Önskog

Monte Carlo Methods Appl., 2009

2006

Determining over- and under-constrained systems of equations using structural constraint delta.

David Broman, Kaj Nyström, Peter Fritzson

Proceedings of the Generative Programming and Component Engineering, 2006