267 citations · 286 across the 12 of their papers we have counts for
Showing 2020Show all
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q-fin.MF2020
Unifying the theory of storage and the risk premium by an unobservable intrinsic electricity price
Wieger Hinderks, Ralf Korn, Andreas Wagner
In this paper we introduce a new concept for modelling electricity prices through the introduction of an unobservable intrinsic electricity price . We use it to connect the c…
cs.LG2020
A Generalised Linear Model Framework for -Variational Autoencoders based on Exponential Dispersion Families
Robert Sicks, Ralf Korn, Stefanie Schwaar
Although variational autoencoders (VAE) are successfully used to obtain meaningful low-dimensional representations for high-dimensional data, the characterization of critical point…
cs.LG2020★ 2 cited
A lower bound for the ELBO of the Bernoulli Variational Autoencoder
Robert Sicks, Ralf Korn, Stefanie Schwaar
We consider a variational autoencoder (VAE) for binary data. Our main innovations are an interpretable lower bound for its training objective, a modified initialization and archite…