5 citations · 5 across the 9 of their papers we have counts for
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cs.LG2024
The Credibility Transformer
Ronald Richman, Salvatore Scognamiglio, Mario V. Wüthrich
Inspired by the large success of Transformers in Large Language Models, these architectures are increasingly applied to tabular data. This is achieved by embedding tabular data int…
stat.ML2024★ 5 cited
Multiple Yield Curve Modeling and Forecasting using Deep Learning
Ronald Richman, Salvatore Scognamiglio
This manuscript introduces deep learning models that simultaneously describe the dynamics of several yield curves. We aim to learn the dependence structure among the different yiel…