Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Introduction to Solving Quant Finance Problems with Time-Stepped FBSDE
  and Deep Learning   In this introductory paper, we discuss how quantitative finance problems
under some common risk factor dynamics for some common instruments and
approaches can be formulated as time-continuous or time-discrete
forward-backward stochastic differential equations (FBSDE) final-value or
control problems, how these final value problems can be turned into control
problems, how time-continuous problems can be turned into time-discrete
problems, and how the forward and backward stochastic differential equations
(SDE) can be time-stepped. We obtain both forward and backward time-stepped
time-discrete stochastic control problems (where forward and backward indicate
in which direction the Y SDE is time-stepped) that we will solve with
optimization approaches using deep neural networks for the controls and
stochastic gradient and other deep learning methods for the actual
optimization/learning. We close with examples for the forward and backward
methods for an European option pricing problem. Several methods and approaches
are new.

5
The categories of this paper are: gr-qc
18
The categories of this paper are: econ
31
The categories of this paper are: ao-sci
16
The categories of this paper are: stat
20
The categories of this paper are: acc-phys
30
The categories of this paper are: q-alg
9
The categories of this paper are: nlin
22
The categories of this paper are: chao-dyn
36
The categories of this paper are: cmp-lg
35
The categories of this paper are: mtrl-th
32
The categories of this paper are: atom-ph
10
The categories of this paper are: q-bio
34
The categories of this paper are: chem-ph
27
The categories of this paper are: comp-gas
25
The categories of this paper are: patt-sol
3
The categories of this paper are: physics