Krach, Florian

1. Optimal Stopping via Randomized Neural Networks
   2021/04/28 by Herrera, Calypso, Krach, Florian, Ruyssen, Pierre +1 · 6 citations
   #60G40 (Primary) #68T07 (Secondary) #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #Probability (math.PR)
2. Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs
   2022/06/28 by Krach, Florian, Nübel, Marc, Teichmann, Josef · 2 citations
   #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #Probability (math.PR)
3. Learning Chaotic Systems and Long-Term Predictions with Neural Jump ODEs
   2024/07/26 by Krach, Florian, Teichmann, Josef · 2 citations
   #Artificial Intelligence (cs.AI) #Dynamical Systems (math.DS) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Probability (math.PR)
4. Nonparametric Filtering, Estimation and Classification using Neural Jump ODEs
   2024/12/04 by Jakob Heiss, Florian Krach, Heiss, Jakob +5 · 1 citation
   Engineering · #Advanced Measurement and Metrology Techniques #FOS: Computer and information sciences #FOS: Mathematics #Flow Measurement and Analysis #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Probability (math.PR)
5. Neural Jump ODEs as Generative Models
   2025/10/03 by Crowell, Robert A., Krach, Florian, Teichmann, Josef · 1 citation
   #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)