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Your search keyword '"Cohen, Samuel N."' showing total 259 results

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259 results on '"Cohen, Samuel N."'

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1. Understanding Transfer Learning via Mean-field Analysis

2. Generalization Error of the Tilted Empirical Risk

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3. Generalization Error of Graph Neural Networks in the Mean-field Regime

5. Optimal adaptive control with separable drift uncertainty

6. Hyperbolic contractivity and the Hilbert metric on probability measures

7. Mean-field Analysis of Generalization Errors

8. Nowcasting with signature methods

9. Global Convergence of Deep Galerkin and PINNs Methods for Solving Partial Differential Equations

10. Exponential contractions and robustness for approximate Wonham filters

11. A Framework for Auditable Synthetic Data Generation

12. TAPAS: a Toolbox for Adversarial Privacy Auditing of Synthetic Data

13. Inefficiency of CFMs: Hedging Perspective and Agent-Based Simulations

14. Hedging option books using neural-SDE market models

15. Synthetic Data -- what, why and how?

16. Neural Q-learning for solving PDEs

17. Estimating risks of option books using neural-SDE market models

18. Gradient-based estimation of linear Hawkes processes with general kernels

19. Identifiability in inverse reinforcement learning

20. Arbitrage-free neural-SDE market models

21. Black-box model risk in finance

22. Asymptotic Randomised Control with applications to bandits

23. Detecting and repairing arbitrage in traded option prices

24. Gittins' theorem under uncertainty

25. Bounding quantiles of Wasserstein distance between true and empirical measure

26. Pathwise Stochastic Control with Applications to Robust Filtering

27. Switching Cost Models as Hypothesis Tests

28. European Option Pricing with Stochastic Volatility models under Parameter Uncertainty

29. Parameter Uncertainty in the Kalman-Bucy Filter

30. Data and uncertainty in extreme risks - a nonlinear expectations approach

32. Data-driven nonlinear expectations for statistical uncertainty in decisions

33. Uncertainty and filtering of hidden Markov models in discrete time

35. Classical Adjoints for Ergodic Stochastic Control

36. Nash equilibria for non zero-sum ergodic stochastic differential games

37. Ergodic Backward Stochastic Difference Equations

38. Ergodic BSDEs with jumps and time dependence

39. Filters and smoothers for self-exciting Markov modulated counting processes

40. A martingale representation theorem for a class of jump processes

41. Reflected Backward Stochastic Difference Equations and Optimal Stopping Problems under g-expectation

42. Undiscounted Markov chain BSDEs to stopping times

43. Ergodic BSDEs driven by Markov Chains

44. On Markovian solutions to Markov Chain BSDEs

45. A limit order book model for latency arbitrage

46. Quasi-sure analysis, aggregation and dual representations of sublinear expectations in general spaces

47. Chaos representations for Marked Point Processes

48. Representing filtration consistent nonlinear expectations as $g$-expectations in general probability spaces

49. What risk measures are time consistent for all filtrations?

50. Existence, uniqueness and comparisons for BSDEs in general spaces