Search Results for author: Pierre Ruyssen

Found 5 papers, 4 papers with code

Optimal Stopping via Randomized Neural Networks

2 code implementations28 Apr 2021 Calypso Herrera, Florian Krach, Pierre Ruyssen, Josef Teichmann

This paper presents the benefits of using randomized neural networks instead of standard basis functions or deep neural networks to approximate the solutions of optimal stopping problems.

BIG-bench Machine Learning

Denise: Deep Robust Principal Component Analysis for Positive Semidefinite Matrices

1 code implementation28 Apr 2020 Calypso Herrera, Florian Krach, Anastasis Kratsios, Pierre Ruyssen, Josef Teichmann

The robust PCA of covariance matrices plays an essential role when isolating key explanatory features.

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