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researcher

Robert Wardenga

4 papers hereh-index 337 citations6 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author2
  • last author2

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • cs.AI1
  • cs.CL1
  • math.PR1
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

activity
20162026
most citedCiteFusion: An Ensemble Framework for Citation Intent Classification Harnessing Dual-Model Binary Couples and SHAP Analyses

5 citations · 5 across the 3 of their papers we have counts for

collaborators
Showing 2016Show all

1 paper · 1 filter

q-fin.PR2016

Continuous tenor extension of affine LIBOR models with multiple curves and applications to XVA

Antonis Papapantoleon, Robert Wardenga

We consider the class of affine LIBOR models with multiple curves, which is an analytically tractable class of discrete tenor models that easily accommodates positive or negative i…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.