32 citations · 125 across the 15 of their papers we have counts for
4 papers · 1 filter
Neural network stochastic differential equation models with applications to financial data forecasting
Luxuan Yang, Ting Gao, Yubin Lu +2
In this article, we employ a collection of stochastic differential equations with drift and diffusion coefficients approximated by neural networks to predict the trend of chaotic t…
Extracting stochastic dynamical systems with -stable Lévy noise from data
Yang Li, Yubin Lu, Shengyuan Xu +1
With the rapid increase of valuable observational, experimental and simulated data for complex systems, much efforts have been devoted to identifying governing laws underlying the…
Extracting Stochastic Governing Laws by Nonlocal Kramers-Moyal Formulas
Yubin Lu, Yang Li, Jinqiao Duan
With the rapid development of computational techniques and scientific tools, great progress of data-driven analysis has been made to extract governing laws of dynamical systems fro…
Learning the temporal evolution of multivariate densities via normalizing flows
Yubin Lu, Romit Maulik, Ting Gao +3
In this work, we propose a method to learn multivariate probability distributions using sample path data from stochastic differential equations. Specifically, we consider temporall…