2 papers
stat.ML2026
Generalized Neural Distributional Regression
Natan Hilario da Silva, Vicente Garibay Cancho, Adriano Kamimura Suzuki
We introduce the Generalized Neural Distributional Regression (GNDR) framework, which seamlessly embeds deep neural networks into the parameter space of classical probability distr…
q-fin.ST2025
Dynamic Skewness in Stochastic Volatility Models: A Penalized Prior Approach
Bruno E. Holtz, Ricardo S. Ehlers, Adriano K. Suzuki +1
Financial time series often exhibit skewness and heavy tails, making it essential to use models that incorporate these characteristics to ensure greater reliability in the results.…