From the 1 of 4 linked papers with an AI index.
4 papers
Dynamic Universal Approximation via Signature Controlled Differential Equations
Tomás Carrondo, Christa Cuchiero, Paul P. Hager +1
The paper introduces signature controlled differential equations (Sig‑CDEs) and shows that they can universally approximate any well‑posed path‑dependent controlled differential eq…
Quantitative Halmos-Savage theorems and robust large financial markets
Christa Cuchiero, Irene Klein, Georg Köstenberger +1
We establish a quantitative version of the classical Halmos-Savage Theorem for convex, potentially non-dominated sets of probability measures and its dual counterpart, generalizing…
Robust financial calibration: a Bayesian approach for neural SDEs
Christa Cuchiero, Eva Flonner, Kevin Kurt
The paper presents a Bayesian framework for the calibration of financial models using neural stochastic differential equations (neural SDEs), for which we also formulate a global u…
Global universal approximation of functional input maps on weighted spaces
Christa Cuchiero, Philipp Schmocker, Josef Teichmann
We introduce so-called functional input neural networks defined on a possibly infinite dimensional weighted space with values also in a possibly infinite dimensional output space.…