On the effectiveness of Randomized Signatures as Reservoir for Learning Rough Dynamics EM Compagnoni, A Scampicchio, L Biggio, A Orvieto, T Hofmann, ... 2023 International Joint Conference on Neural Networks (IJCNN), 1-8, 2023 | 18* | 2023 |
An SDE for Modeling SAM: Theory and Insights EM Compagnoni, L Biggio, A Orvieto, FN Proske, H Kersting, A Lucchi International Conference on Machine Learning, 25209-25253, 2023 | 15 | 2023 |
Risk Sharing with Deep Neural Networks M Burzoni, A Doldi, E Monzio Compagnoni Quantitative Finance, 2024 24 (2), 233-252, 2024 | 2 | 2024 |
SDEs for Minimax Optimization EM Compagnoni, A Orvieto, H Kersting, FN Proske, A Lucchi International Conference on Artificial Intelligence and Statistics (AISTATS …, 2024 | | 2024 |
Empirics on the Expressiveness of Randomized Signature E Monzio Compagnoni, L Biggio, A Orvieto The Symbiosis of Deep Learning and Differential Equations: DLDE Workshop …, 2021 | | 2021 |