87 citations · 221 across the 37 of their papers we have counts for
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cs.LG2021★ 1 cited
Neural network stochastic differential equation models with applications to financial data forecasting
Luxuan Yang, Ting Gao, Yubin Lu +2
In this article, we employ a collection of stochastic differential equations with drift and diffusion coefficients approximated by neural networks to predict the trend of chaotic t…
stat.ML2021★ 22 cited
Learning the temporal evolution of multivariate densities via normalizing flows
Yubin Lu, Romit Maulik, Ting Gao +3
In this work, we propose a method to learn multivariate probability distributions using sample path data from stochastic differential equations. Specifically, we consider temporall…