121 citations · 190 across the 14 of their papers we have counts for
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cs.NE2020
Discrete-time signatures and randomness in reservoir computing
Christa Cuchiero, Lukas Gonon, Lyudmila Grigoryeva +2
A new explanation of geometric nature of the reservoir computing phenomenon is presented. Reservoir computing is understood in the literature as the possibility of approximating in…
q-fin.CP2020★ 61 cited
A generative adversarial network approach to calibration of local stochastic volatility models
Christa Cuchiero, Wahid Khosrawi, Josef Teichmann
We propose a fully data-driven approach to calibrate local stochastic volatility (LSV) models, circumventing in particular the ad hoc interpolation of the volatility surface. To ac…