Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Novel ANN method for solving ordinary and fractional Black-Scholes
  equation   The main aim of this study is to introduce a 2-layered Artificial Neural
Network (ANN) for solving the Black-Scholes partial differential equation (PDE)
of either fractional or ordinary orders. Firstly, a discretization method is
employed to change the model into a sequence of Ordinary Differential Equations
(ODE). Then each of these ODEs is solved with the aid of an ANN. Adam
optimization is employed as the learning paradigm since it can add the
foreknowledge of slowing down the process of optimization when getting close to
the actual optimum solution. The model also takes advantage of fine tuning for
speeding up the process and domain mapping to confront infinite domain issue.
Finally, the accuracy, speed, and convergence of the method for solving several
types of Black-Scholes model are reported.

4
The categories of this paper are: cond-mat
22
The categories of this paper are: chao-dyn
34
The categories of this paper are: chem-ph
14
The categories of this paper are: math-ph
6
The categories of this paper are: astro-ph
9
The categories of this paper are: nlin
30
The categories of this paper are: q-alg
31
The categories of this paper are: ao-sci
26
The categories of this paper are: bayes-an
3
The categories of this paper are: physics
0
The categories of this paper are: hep-ph
27
The categories of this paper are: comp-gas
21
The categories of this paper are: adap-org
5
The categories of this paper are: gr-qc
18
The categories of this paper are: econ
7
The categories of this paper are: hep-th