66 citations · 66 across the 4 of their papers we have counts for
9 papers
Inferring Missing Trajectory Data with Temporal Convolutional Networks
Ilinca Tiriblecea, Gabriel Turinici
Trajectory data collected in real-world settings is frequently incomplete due to sensor failure, communication loss, or occlusion. We address the task of \emph{trajectory inpaintin…
Physics-Informed Neural Networks for coupled stiff transport systems
Laetitia Laguzet, Gabriel Turinici
Purpose: Physics-Informed Neural Networks (PINNs) struggle with stiff, regime-changing transport equations due to instability, loss imbalance, and violations of physical consistenc…
Model-Free Deep Hedging with Transaction Costs and Light Data Requirements
Pierre Brugière, Gabriel Turinici
Option pricing theory, such as the Black and Scholes (1973) model, provides an explicit solution to construct a strategy that perfectly hedges an option in a continuous-time settin…
Individual vaccination as Nash equilibrium in a SIR model with application to the 2009-10 Influenza A(H1N1) epidemic in France
Laetitia Laguzet, Gabriel Turinici
The vaccination against ongoing epidemics is seldom compulsory but remains one of the most classical means to fight epidemic propagation. However recent debates concerning the inno…
Transformer for Times Series: an Application to the S&P500
Pierre Brugiere, Gabriel Turinici
The transformer models have been extensively used with good results in a wide area of machine learning applications including Large Language Models and image generation. Here, we i…
Model free collision aggregation for the computation of escape distributions
Laetitia Laguzet, Gabriel Turinici
Motivated by a heat radiative transport equation, we consider a particle undergoing collisions in a space-time domain and propose a method to sample its escape time, space and dire…