This paper gives a self-contained introduction to the Hilbert projective...
We propose a novel framework for exploring weak and L_2 generalization
e...
Key economic variables are often published with a significant delay of o...
Numerically solving high-dimensional partial differential equations (PDE...
We consider the problem of estimating the state of a continuous-time Mar...
Synthetic data has gained significant momentum thanks to sophisticated
m...
Personal data collected at scale promises to improve decision-making and...
We study the capability of arbitrage-free neural-SDE market models to yi...
This explainer document aims to provide an overview of the current state...
Solving high-dimensional partial differential equations (PDEs) is a majo...
In this paper, we examine the capacity of an arbitrage-free neural-SDE m...
Linear multivariate Hawkes processes (MHP) are a fundamental class of po...
Inverse reinforcement learning attempts to reconstruct the reward functi...
Modelling joint dynamics of liquid vanilla options is crucial for
arbitr...
We consider a general multi-armed bandit problem with correlated (and si...
We study dynamic allocation problems for discrete time multi-armed bandi...
Consider the empirical measure, P̂_N, associated to N
i.i.d. samples of ...