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INEUS: Iterative Neural Solver for High-Dimensional PIDEs

INEUS is a meshfree iterative neural solver for high-dimensional PIDEs that replaces nonlocal jump integrals with single-jump sampling and solves recursive regression problems with accurate scalable results.

Jean-Loup Dupret, Davide Gallon, Patrick Cheridito

Sydney Poster Session 5, Thu, Dec 10, 10:00 AM–1:00 PM, Hall 1-4 · Published 2026

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AI panel: 6 of 20 reviewers recommend it
lenient 3/5
medium 2/10
strict 1/5