浏览条目

浏览/检索结果: 共6条,第1-6条 帮助

限定条件                
已选(0)清除 条数/页:   排序方式:
ADAPTED TOPOLOGIES AND HIGHER RANK SIGNATURES 期刊论文
ANNALS OF APPLIED PROBABILITY, 2023, 卷号: 33, 期号: 3
作者:  Bonnier, Patric;  Liu, Chong;  Oberhauser, Harald
Adobe PDF(531Kb)  |  收藏  |  浏览/下载:266/69  |  提交时间:2023/06/26
A Càdlàg Rough Path Foundation for Robust Finance 预印本
2023
作者:  Allan, Andrew L.;  Liu, Chong;  Proemel, David J.
Adobe PDF(428Kb)  |  收藏  |  浏览/下载:41/9  |  提交时间:2024/03/04
A Transfer Principle: Universal Approximators Between Metric Spaces From Euclidean Universal Approximators 预印本
2023
作者:  Kratsios, Anastasis;  Liu, Chong;  Lassas, Matti;  de Hoop, Maarten V;  Dokmanic, Ivan
Adobe PDF(2573Kb)  |  收藏  |  浏览/下载:36/0  |  提交时间:2024/01/09
Optimal Stopping via Distribution Regression: a Higher Rank Signature Approach 预印本
2023
作者:  Horvath, Blanka;  Lemercier, Maud;  Liu, Chong;  Lyons, Terry;  Salvi, Cristopher
Adobe PDF(421Kb)  |  收藏  |  浏览/下载:36/11  |  提交时间:2024/01/09
Model-free portfolio theory: A rough path approach 期刊论文
MATHEMATICAL FINANCE, 2023
作者:  Allan, Andrew L.;  Cuchiero, Christa;  Liu, Chong;  Proemel, David J.
Adobe PDF(886Kb)  |  收藏  |  浏览/下载:163/35  |  提交时间:2023/03/10
A Sobolev rough path extension theorem via regularity structures 期刊论文
ESAIM - PROBABILITY AND STATISTICS, 2023, 卷号: 27, 页码: 136-155
作者:  Liu, Chong;  Promel, David J.;  Teichmann, Josef
Adobe PDF(284Kb)  |  收藏  |  浏览/下载:64/34  |  提交时间:2023/03/10