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Calypso Herrera
Calypso Herrera
ETH Zurich
Verified email at math.ethz.ch - Homepage
Title
Cited by
Cited by
Year
Optimal stopping via randomized neural networks
C Herrera, F Krach, P Ruyssen, J Teichmann
arXiv preprint arXiv:2104.13669, 2021
352021
Neural Jump Ordinary Differential Equation
C Herrera, F Krach, J Teichmann
ICLR 21, 2020
35*2020
Estimating Full Lipschitz Constants of Deep Neural Networks
C Herrera, F Krach, J Teichmann
arXiv preprint arXiv:2004.13135, 2020
172020
Denise: Deep robust principal component analysis for positive semidefinite matrices
C Herrera, F Krach, A Kratsios, P Ruyssen, J Teichmann
arXiv preprint arXiv:2004.13612, 2020
11*2020
Low-rank plus sparse decomposition of covariance matrices using neural network parametrization
M Baes, C Herrera, A Neufeld, P Ruyssen
arXiv preprint arXiv:1908.00461, 2019
82019
Local lipschitz bounds of deep neural networks
C Herrera, F Krach, J Teichmann
arXiv preprint arXiv:2004.13135, 2020
12020
Parallel american monte carlo
C Herrera, L Paulot
arXiv preprint arXiv:1404.1180, 2014
12014
Machine Learning in Finance: Applications of Continuous Depth and Randomized Neural Networks
C Herrera
ETH Zurich, 2021
2021
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