2 papers
q-fin.ST2025
Asymmetric super-Heston-rough volatility model with Zumbach effect as scaling limit of quadratic Hawkes processes
Priyanka Chudasama, Srikanth Krishnan Iyer
Hawkes processes were first introduced to obtain microscopic models for the rough volatility observed in asset prices. Scaling limits of such processes leads to the rough-Heston mo…
cs.LG2024
DNN-GDITD: Out-of-distribution detection via Deep Neural Network based Gaussian Descriptor for Imbalanced Tabular Data
Priyanka Chudasama, Anil Surisetty, Aakarsh Malhotra +1
Classification tasks present challenges due to class imbalances and evolving data distributions. Addressing these issues requires a robust method to handle imbalances while effecti…