Neural Ordinary Differential Equations

[bitnom]

The first time I saw the trajectories example for neural ODE, I realized that it seems to illustrate the same pattern as the compression and expansion waves of markets:

This will be my next script to work on. Putting it out there for the interest of those toiling around this repo.

[Cerebrock]

I was thinking on applying this as well, have you done any progress?

[huseinzol05]

We must defined functions to differentiate, all examples in NODE just a function trajectory, never done on stochastic samples. I still struggling to understand the math to apply on stochastic domain.

[Cerebrock]

Have you seen these? https://arxiv.org/pdf/1906.02355.pdf https://arxiv.org/pdf/1905.10403.pdf https://arxiv.org/pdf/1905.09883.pdf (I wish I could help you with the math)