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10/24/2022
Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis
Deep learning (DL) is becoming indispensable to contemporary stochastic ...
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09/24/2022
One-Shot Learning of Stochastic Differential Equations with Computational Graph Completion
We consider the problem of learning Stochastic Differential Equations of...
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12/29/2021
Volatility of volatility estimation: central limit theorems for the Fourier transform estimator and empirical study of the daily time series stylized facts
We study the asymptotic normality of two estimators of the integrated vo...
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01/30/2020