4 citations · 8 across the 7 of their papers we have counts for
7 papers
Filling in Missing FX Implied Volatilities with Uncertainties: Improving VAE-Based Volatility Imputation
Achintya Gopal
Missing data is a common problem in finance and often requires methods to fill in the gaps, or in other words, imputation. In this work, we focused on the imputation of missing imp…
DP-TBART: A Transformer-based Autoregressive Model for Differentially Private Tabular Data Generation
Rodrigo Castellon, Achintya Gopal, Brian Bloniarz +1
The generation of synthetic tabular data that preserves differential privacy is a problem of growing importance. While traditional marginal-based methods have achieved impressive r…
ELF: Exact-Lipschitz Based Universal Density Approximator Flow
Achintya Gopal
Normalizing flows have grown more popular over the last few years; however, they continue to be computationally expensive, making them difficult to be accepted into the broader mac…
Why Calibration Error is Wrong Given Model Uncertainty: Using Posterior Predictive Checks with Deep Learning
Achintya Gopal
Within the last few years, there has been a move towards using statistical models in conjunction with neural networks with the end goal of being able to better answer the question,…
Discovering Supply Chain Links with Augmented Intelligence
Achintya Gopal, Chunho Chang
One of the key components in analyzing the risk of a company is understanding a company's supply chain. Supply chains are constantly disrupted, whether by tariffs, pandemics, sever…
Estimation of Corporate Greenhouse Gas Emissions via Machine Learning
You Han, Achintya Gopal, Liwen Ouyang +1
As an important step to fulfill the Paris Agreement and achieve net-zero emissions by 2050, the European Commission adopted the most ambitious package of climate impact measures in…
Quasi-Autoregressive Residual (QuAR) Flows
Achintya Gopal
Normalizing Flows are a powerful technique for learning and modeling probability distributions given samples from those distributions. The current state of the art results are buil…