28 citations · 29 across the 3 of their papers we have counts for
3 papers
Testing for asymmetric dependency structures in financial markets: regime-switching and local Gaussian correlation
Kristian Gundersen, Timothée Bacri, Jan Bulla +2
This paper examines asymmetric and time-varying dependency structures between financial returns, using a novel approach consisting of a combination of regime-switching models and t…
A Variational Auto-Encoder for Reservoir Monitoring
Kristian Gundersen, Seyyed A. Hosseini, Anna Oleynik +1
Carbon dioxide Capture and Storage (CCS) is an important strategy in mitigating anthropogenic CO emissions. In order for CCS to be successful, large quantities of CO must b…
Semi Conditional Variational Auto-Encoder for Flow Reconstruction and Uncertainty Quantification from Limited Observations
Kristian Gundersen, Anna Oleynik, Nello Blaser +1
We present a new data-driven model to reconstruct nonlinear flow from spatially sparse observations. The model is a version of a conditional variational auto-encoder (CVAE), which…