collaborators

1 paper

stat.ML2024

Extending Path-Dependent NJ-ODEs to Noisy Observations and a Dependent Observation Framework

William Andersson, Jakob Heiss, Florian Krach +1

The Path-Dependent Neural Jump Ordinary Differential Equation (PD-NJ-ODE) is a model for predicting continuous-time stochastic processes with irregular and incomplete observations.…