Global universal approximation of functional input maps on weighted spaces
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Cited by:
- Christa Cuchiero & Eva Flonner & Kevin Kurt, 2024. "Robust financial calibration: a Bayesian approach for neural SDEs," Papers 2409.06551, arXiv.org, revised Sep 2024.
- Alexandre Pannier & Cristopher Salvi, 2024. "A path-dependent PDE solver based on signature kernels," Papers 2403.11738, arXiv.org, revised Oct 2024.
- Christian Bayer & Luca Pelizzari & John Schoenmakers, 2023. "Primal and dual optimal stopping with signatures," Papers 2312.03444, arXiv.org.
- Christa Cuchiero & Tonio Mollmann & Josef Teichmann, 2023. "Ramifications of generalized Feller theory," Papers 2308.03858, arXiv.org.
- Reza Arabpour & John Armstrong & Luca Galimberti & Anastasis Kratsios & Giulia Livieri, 2024. "Low-dimensional approximations of the conditional law of Volterra processes: a non-positive curvature approach," Papers 2405.20094, arXiv.org.
- Christa Cuchiero & Janka Moller, 2023. "Signature Methods in Stochastic Portfolio Theory," Papers 2310.02322, arXiv.org, revised Oct 2024.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2023-07-10 (Computational Economics)
- NEP-MFD-2023-07-10 (Microfinance)
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