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06/25/2021
Extreme event propagation using counterfactual theory and vine copulas
Understanding multivariate extreme events play a crucial role in managin...
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11/29/2020
Offline Reinforcement Learning Hands-On
Offline Reinforcement Learning (RL) aims to turn large datasets into pow...
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08/25/2020
High-frequency Estimation of the Lévy-driven Graph Ornstein-Uhlenbeck process
We consider the Graph Ornstein-Uhlenbeck (GrOU) process observed on a no...
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05/26/2020