Galimberti, Luca
- Neural Networks in Fréchet spaces
2021/09/28 by Benth, Fred Espen, Detering, Nils, Galimberti, Luca · 2 citations
#46Exx #68T07 #FOS: Mathematics #Functional Analysis (math.FA)
- Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis
2022/10/24 by Luca Galimberti, Galimberti, Luca, Kratsios, Anastasis +2 · 3 citations
Computer Science · Mathematics · Physics and Astronomy · #Computational Finance (q-fin.CP) #Dynamical Systems (math.DS) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Markov Chains and Monte Carlo Methods #Model Reduction and Neural Networks
- Pricing options on flow forwards by neural networks in Hilbert space
2022/02/17 by Fred Espen Benth, Benth, Fred Espen, Nils Detering +3 · 2 citations
Computer Science · Economics, Econometrics and Finance · Physics and Astronomy · #91G20 #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (cs.LG) #Model Reduction and Neural Networks #Neural Networks and Applications #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Stochastic processes and financial applications
- Well-posedness theory for stochastically forced conservation laws on Riemannian manifolds
2019/04/07 by Galimberti, Luca, Karlsen, Kenneth H. · 1 citation
#Analysis of PDEs (math.AP) #FOS: Mathematics
- Low-dimensional approximations of the conditional law of Volterra processes: a non-positive curvature approach
2024/05/30 by Reza Arabpour, John Armstrong, Arabpour, Reza +7 · 1 citation
Physics and Astronomy · Economics, Econometrics and Finance · Biochemistry, Genetics and Molecular Biology · #Advanced Thermodynamics and Statistical Mechanics #Stochastic processes and financial applications #Diffusion and Search Dynamics