Showing cs.LGShow all
2 papers · 1 filter
cs.LG2026
Structured Neural SDEs for Functional Calibration
Francesco Piatti, Andrea Iannucci, Thomas Cass
Neural Stochastic Differential Equations (Neural SDEs) provide flexible continuous-time generative models, but generic neural drift and diffusion networks are costly to simulate on…
cs.LG2025
Random Controlled Differential Equations
Francesco Piatti, Thomas Cass, William F. Turner
We introduce a training-efficient framework for time-series learning that combines random features with controlled differential equations (CDEs). In this approach, large randomly p…