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Reisinger, C
Whitley, A
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Arbitrage-free neural-SDE market models
Cohen, S
Reisinger, C
Wang, S
(23 Aug 2021)
Markov decision processes with observation costs: framework and computation with a penalty scheme
Reisinger, C
Tam, J
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Estimating risks of option books using neural-SDE market models
Cohen, S
Reisinger, C
Wang, S
(15 Feb 2022)
Limit Order Book Simulation and Trade Evaluation with $K$-Nearest-Neighbor Resampling
Giegrich, M
Oomen, R
Reisinger, C
(10 Sep 2024)
Milstein-type schemes for McKean-Vlasov SDEs driven by Brownian motion and Poisson random measure (with super-linear coefficients)
Biswas, S
Kumar, C
Reisinger, C
Schwarz, V
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Mean-Field Generalisation Bounds for Learning Controls in Stochastic Environments
Baros, B
Cohen, S
Reisinger, C
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Numerical Approximation for Path-Dependent McKean-Vlasov Control with Non-Asymptotic Error Estimates
Bokanowski, O
Chassagneux, J
Li, X
Reisinger, C
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Inferring Cell-Cell Interaction Dynamics from Cell Trajectory Data Using Deep Attention Networks
Boyle, J
Baker, R
Byrne, H
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netPCF: Geometry-aware pair correlation functions for spatial biology
Moore, J
Bull, J
Byrne, H
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