Diffusion representation for asymmetric kernels AA Gomez, AJS Neto, JP Zubelli Applied Numerical Mathematics 166, 208-226, 2021 | 7 | 2021 |
A diffusion-map-based algorithm for gradient computation on manifolds and applications AA Gomez, AJS Neto, JP Zubelli IEEE Access, 2023 | 3 | 2023 |
Optimal dynamic fixed-mix portfolios based on reinforcement learning with second order stochastic dominance G Consigli, AA Gomez, JP Zubelli Engineering Applications of Artificial Intelligence 133, 108599, 2024 | 2 | 2024 |
Multi-period portfolio selection with interval-based conditional value-at-risk AA Gomez, G Consigli, J Liu Annals of Operations Research, 1-39, 2024 | 1 | 2024 |
Asymmetric-kernel diffusion maps inverse problems and applications AA Gomez Ph. D. thesis, Instituto Nacional de Matemática Pura e Aplicada (IMPA), Rio …, 2021 | 1 | 2021 |
Recovering the fragmentation rate in the growth-fragmentation equation AA Gomez, JP Zubelli Inverse Problems 39 (1), 015001, 2022 | | 2022 |