...
 
Commits (16)
......@@ -4,6 +4,19 @@
% Collaborative Master Theses
@article{Gargiani2020,
title= {Transferring Optimality Across Data Distributions via Homotopy Methods},
author = {Matilde Gargiani and Andrea Zanelli and Quoc Tran-Dinh and Moritz Diehl and Frank Hutter},
journal = {Proceedings of the International Conference on Learning Representations (ICLR)},
year = {2020}
}
@article{LuetkebohmertSchmidtSchulz2019,
title = {Optimal Mortgage Portfolios in a Cross-Currency Setup},
author = {Eva L\"utkebohmert-Holtz and Thorsten Schmidt and Luisa Schulz},
journal = {Master Thesis},
year = 2019}
@article{Hofmeier2019Control,
title={Control an Airborne Wind Energy System with a Non-linear Model Predictive Controller using learning Neural Network Model},
......@@ -281,6 +294,13 @@
}
% Schmidt
@article{LuetkebohmertSchmidtSchulz2019b,
title = {Optimal Mortgage Portfolios in a Cross-Currency Setup},
author = {Eva L\"utkebohmert-Holtz and Thorsten Schmidt and Luisa Schulz},
journal = {working paper},
year = 2019}
@article{keller2018affine,
title={Affine processes beyond stochastic continuity},
author={Keller-Ressel, Martin and Schmidt, Thorsten and Wardenga, Robert},
......@@ -291,7 +311,9 @@
@article{fadina2018affine,
title={Affine processes under parameter uncertainty},
author={Fadina, Tolulope and Neufeld, Ariel and Schmidt, Thorsten},
journal={arXiv preprint arXiv:1806.02912},
journal={Probability, Uncertainty and Quantitative Risk},
volume = 4,
number = 1,
year={2018}
}
......@@ -383,7 +405,7 @@ pages={2156-2162},
keywords={decision making;knowledge based systems;learning (artificial intelligence);road safety;road vehicles;reasonable autonomous lane changing;machine learning techniques;rule-based systems;autonomous vehicles;unsafe actions;slow learning rates;reinforcement learning-based approach;formal safety verification;safe actions;deep reinforcement learning agent;RL agent;rule-based agent;high-level decision-making;minimal state representation;DQN;Deep Q-Network;Decision making;Safety;Road transportation;Autonomous vehicles;Task analysis},
doi={10.1109/ITSC.2018.8569448},
ISSN={2153-0017},
month={Nov},}
month={11},}
@ARTICLE{2019arXiv190612189K,
author = {{Koller}, Torsten and {Berkenkamp}, Felix and {Turchetta}, Matteo and
......@@ -392,7 +414,7 @@ month={Nov},}
journal = {arXiv e-prints},
keywords = {Electrical Engineering and Systems Science - Systems and Control, Computer Science - Artificial Intelligence, Computer Science - Machine Learning},
year = "2019",
month = "Jun",
month = {6},
}
@inproceedings{DBLP:conf/icra/JaritzCTPN18,
......@@ -598,4 +620,49 @@ month={Nov},}
publisher={IEEE}
}
@article{bauer2019vanishing,
Author = {Martin Bauer and Philipp Harms and Stephen C. Preston},
Journal = {Archive for Rational Mechanics and Analysis (accepted)},
Title = {Vanishing geodesic distance phenomena and the geometric approach to SQG},
Year = {2019}
}
@inproceedings{bauer2019inexact,
Author = {Bauer, Martin and Charon, Nicolas and Harms, Philipp},
Booktitle = {Geometric Science of Information},
Editor = {Nielsen, Frank and Barbaresco, Fr{\'e}d{\'e}ric},
Publisher = {Springer},
Title = {Inexact elastic shape matching in the square root normal field framework},
Year = {2019}}
@article{Cont2019universal,
title={Universal features of price formation in financial markets: perspectives from deep learning},
author={Sirignano, Justin and Cont, Rama},
journal={Quantitative Finance},
volume={19},
number={9},
pages={1449--1459},
year={2019},
publisher={Taylor \& Francis}
}
@article{eberlein2003both,
title={Both sides of the fence: a statistical and regulatory view of electricity risk},
author={Eberlein, Ernst and Stahl, Gerhard},
journal={Energy and Power Risk Management},
volume={8},
number={6},
pages={32--36},
year={2003}
}
@article{gonon2019deep,
title={Deep hedging},
author={Buehler, Hans and Gonon, Lukas and Teichmann, Josef and Wood, Ben},
journal={Quantitative Finance},
pages={1--21},
year={2019},
publisher={Taylor \& Francis}
}
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