NeuralChaos: Optimal Adapted Approximation of Square Integrable Predictable Processes

Anastasis Kratsios, Giulia Livieri, Philipp Schmocker

We address fundamental challenges in representing and computing ${\mathbb{R}}^d$-valued predictable square-integrable processes over $[0,T]$, collected in the space $\mathcal{H}^2_…