Luca Galimberti

1. 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
2. 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
3. Global existence of dissipative solutions to the Camassa–Holm equation with transport noise
   2024/01/04 by L. Galimberti, Luca Galimberti, H. Holden +5 · 3 citations
   Physics and Astronomy · Mathematics · #Nonlinear Waves and Solitons #Advanced Mathematical Physics Problems #Nonlinear Photonic Systems
4. 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