no code implementations • 30 Jan 2024 • Ronald Richman, Salvatore Scognamiglio
This manuscript introduces deep learning models that simultaneously describe the dynamics of several yield curves.
no code implementations • 23 Jun 2021 • Salvatore Scognamiglio
This paper introduces a neural network approach for fitting the Lee-Carter and the Poisson Lee-Carter model on multiple populations.
1 code implementation • 27 Apr 2021 • Vali Asimit, Ioannis Kyriakou, Simone Santoni, Salvatore Scognamiglio, Rui Zhu
Classification models are very sensitive to data uncertainty, and finding robust classifiers that are less sensitive to data uncertainty has raised great interest in the machine learning literature.