Publications


Berner J, Grohs P, Voigtlaender F. Learning ReLU networks to high uniform accuracy is intractable. 2023. Paper presented at The Eleventh International Conference on Learning Representations: ICLR 2023.

Hautsch N, Okhrin O, Ristig A. Maximum-Likelihood Estimation Using the Zig-Zag Algorithm. Journal of Financial Econometrics. 2023;21(4):1346-1375. nbac006. Epub 2022 Apr 1. doi: 10.1093/jjfinec/nbac006

Allan AL, Cuchiero C, Liu C, Prömel DJ. Model-free Portfolio Theory: A Rough Path Approach. Mathematical Finance: an international journal of mathematics, statistics and financial economics. 2023;33(3):709-765. Epub 2023 Jan 24. doi: 10.48550/arXiv.2109.01843, 10.1111/mafi.12376

Cuchiero C, Reisinger C, Rigger S. Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem. annals of operations research. 2023. doi: 10.48550/arXiv.2111.01783

Brissette P, Vallières J, Teichmann L. Romans à lire : statistiques descriptives (2023) 2023. doi: 10.5683/SP3/HMSNVE

Baumann A, Stephan A, Roth B. Seeing through the mess: evolutionary dynamics of lexical polysemy. In Proceedings of the 2023 Conference on Empirical Methods in Natural Language Processing. 2023. p. 8745–8762

Cuchiero C, Papariello-Svaluto-Ferro S, Gazzani G. Signature based models: theory and calibration. 3 ed. SIAM Journal on Financial Mathematics. 2023. doi: arXiv:2207.13136

Grohs P, Hornung F, Jentzen A, Zimmermann P. Space-time error estimates for deep neural network approximations for differential equations. Advances in Computational Mathematics. 2023;49:4. doi: 10.48550/arXiv.1908.03833, 10.1007/s10444-022-09970-2

Scherbela M, Gerard L, Grohs P. Variational Monte Carlo on a Budget - Fine-tuning pretrained Neural Wavefunctions. In Advances in Neural Information Processing Systems 36 (NeurIPS 2023). 2023

Pacher C, Schicker I, deWit R, Hlavácková-Schindler K, Plant C. AWT - Clustering Meteorological Time Series Using an Aggregated Wavelet Tree. arXiv.org. 2022 Dec 13. doi: 10.48550/arXiv.2212.06642

Chen Z, Fu L, Xiao S, Wang S, Plant C, Guo W. Multi-view Graph Convolutional Networks with Differentiable Node Selection. arXiv.org. 2022 Dec 9. doi: 10.48550/arXiv.2212.05124