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An efficient Wasserstein-distance approach for reconstructing
  jump-diffusion processes using parameterized neural networks

An efficient Wasserstein-distance approach for reconstructing jump-diffusion processes using parameterized neural networks

3 June 2024
Mingtao Xia
Xiangting Li
Qijing Shen
Tom Chou
ArXivPDFHTML

Papers citing "An efficient Wasserstein-distance approach for reconstructing jump-diffusion processes using parameterized neural networks"

2 / 2 papers shown
Title
A Robust Model-Based Approach for Continuous-Time Policy Evaluation with Unknown Lévy Process Dynamics
A Robust Model-Based Approach for Continuous-Time Policy Evaluation with Unknown Lévy Process Dynamics
Qihao Ye
Xiaochuan Tian
Yuhua Zhu
36
1
0
02 Apr 2025
A local squared Wasserstein-2 method for efficient reconstruction of
  models with uncertainty
A local squared Wasserstein-2 method for efficient reconstruction of models with uncertainty
Mingtao Xia
Qijing Shen
34
1
0
10 Jun 2024
1