Microsoft took another step on its open-source sharing journey Monday by releasing on GitHub a toolkit it uses internally for deep learning ... of computational steps via a directed graph.

However, it demands enormous datasets and extensive computational ... infrastructure components that can be quite expensive, especially at the scale that more advanced deep learning models require.

This paper presents a novel and direct approach to solving boundary- and final-value problems, corresponding to barrier options, using forward pathwise deep learning and forward ... by adding nodes to ...