Search Results for author: Salvatore Scognamiglio

Found 3 papers, 1 papers with code

Multiple Yield Curve Modeling and Forecasting using Deep Learning

no code implementations30 Jan 2024 Ronald Richman, Salvatore Scognamiglio

This manuscript introduces deep learning models that simultaneously describe the dynamics of several yield curves.

regression Transfer Learning

Calibrating the Lee-Carter and the Poisson Lee-Carter models via Neural Networks

no code implementations23 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.

Robust Classification via Support Vector Machines

1 code implementation27 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.

Classification General Classification +1

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