5 citations · 6 across the 4 of their papers we have counts for
5 papers
Backdoor attacks on DNN and GBDT -- A Case Study from the insurance domain
Robin Kühlem, Daniel Otten, Daniel Ludwig +3
Machine learning (ML) will likely play a large role in many processes in the future, also for insurance companies. However, ML models are at risk of being attacked and manipulated.…
Training Gradient Boosted Decision Trees on Tabular Data Containing Label Noise for Classification Tasks
Anita Eisenbürger, Daniel Otten, Anselm Hudde +1
Label noise, which refers to the mislabeling of instances in a dataset, can significantly impair classifier performance, increase model complexity, and affect feature selection. Wh…
On moments and strong local Hölder regularity of solutions of stochastic differential equations and of their spatial derivative processes
Anselm Hudde, Martin Hutzenthaler, Sara Mazzonetto
Spatial differentiability of solutions of stochastic differential equations (SDEs) is a classical question in stochastic analysis. The case of coefficients with globally Lipschitz…
On the Itô-Alekseev-Gröbner formula for stochastic differential equations
Anselm Hudde, Martin Hutzenthaler, Arnulf Jentzen +1
In this article we establish a new formula for the difference of a test function of the solution of a stochastic differential equation and of the test function of an Itô process. T…
European and Asian Greeks for exponential Lévy processes
Anselm Hudde, Ludger Rüschendorf
In this paper we give easy-to-implement closed-form expressions for European and Asian Greeks for general L2-payoff functions and underlying assets in an exponential Lévy process m…