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math.FA2024
Neural networks in non-metric spaces
Luca Galimberti
Leveraging the infinite dimensional neural network architecture we proposed in arXiv:2109.13512v4 and which can process inputs from Fréchet spaces, and using the universal approxim…
math.NA2024★ 2 cited
Low-dimensional approximations of the conditional law of Volterra processes: a non-positive curvature approach
Reza Arabpour, John Armstrong, Luca Galimberti +2
Predicting the conditional evolution of Volterra processes with stochastic volatility is a crucial challenge in mathematical finance. While deep neural network models offer promise…