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09/29/2022
Statistical Learning and Inverse Problems: An Stochastic Gradient Approach
Inverse problems are paramount in Science and Engineering. In this paper...
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02/24/2022
Functional Classification of Bitcoin Addresses
This paper proposes a classification model for predicting the main activ...
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04/28/2020
Avoiding zero probability events when computing Value at Risk contributions: a Malliavin calculus approach
This paper is concerned with the process of risk allocation for a generi...
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03/04/2020
PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations
In this paper we propose a generalization of the Deep Galerking Method (...
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12/10/2018
