Alba Villarino
- STN-GPR: A Singularity Tensor Network Framework for Efficient Option Pricing
2026/03/27 by Dominic Gribben, Carolina Allende, Alba Villarino +5 · 1 voice
Computer Science · Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Data point #Gaussian Processes and Bayesian Inference #Gaussian process #Interpolation (computer graphics) #Kernel (algebra) #Kriging #Matrix (chemical analysis) #Matrix decomposition #Multilinear map #Stochastic Gradient Optimization Techniques #Tensor (intrinsic definition) #Tensor decomposition and applications #cs.CE #cs.LG #q-fin.PR #quant-ph