735 citations · 977 across the 22 of their papers we have counts for
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math.ST2020
An exact kernel framework for spatio-temporal dynamics
Oleg Szehr, Dario Azzimonti, Laura Azzimonti
A kernel-based framework for spatio-temporal data analysis is introduced that applies in situations when the underlying system dynamics are governed by a dynamic equation. The key…
math.FA2020
Interpolation without commutants
Oleg Szehr, Rachid Zarouf
We introduce a "dual-space approach" to mixed Nevanlinna-Pick/Carathéodory-Schur interpolation in Banach spaces X of holomorphic functions on the disk. Our approach can be viewed a…
cs.LG2020★ 13 cited
Hedging using reinforcement learning: Contextual -Armed Bandit versus -learning
Loris Cannelli, Giuseppe Nuti, Marzio Sala +1
The construction of replication strategies for contingent claims in the presence of risk and market friction is a key problem of financial engineering. In real markets, continuous…