Florian Krach

According to our database, Florian Krach authored at least 9 papers between 2020 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Robust Utility Optimization via a GAN Approach.

Florian Krach, Josef Teichmann, Hanna Wutte

CoRR, 2024

2023

Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing.

Xuwei Yang, Anastasis Kratsios, Florian Krach, Matheus R. Grasselli, Aurélien Lucchi

CoRR, 2023

Extending Path-Dependent NJ-ODEs to Noisy Observations and a Dependent Observation Framework.

William Andersson, Jakob Heiss, Florian Krach, Josef Teichmann

CoRR, 2023

2022

Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs.

Florian Krach, Marc Nübel, Josef Teichmann

CoRR, 2022

2021

Optimal Stopping via Randomized Neural Networks.

Calypso Herrera, Florian Krach, Pierre Ruyssen, Josef Teichmann

CoRR, 2021

Neural Jump Ordinary Differential Equations: Consistent Continuous-Time Prediction and Filtering.

Calypso Herrera, Florian Krach, Josef Teichmann

Proceedings of the 9th International Conference on Learning Representations, 2021

2020

Theoretical Guarantees for Learning Conditional Expectation using Controlled ODE-RNN.

Calypso Herrera, Florian Krach, Josef Teichmann

CoRR, 2020

Denise: Deep Learning based Robust PCA for Positive Semidefinite Matrices.

Calypso Herrera, Florian Krach, Josef Teichmann

CoRR, 2020

Estimating Full Lipschitz Constants of Deep Neural Networks.

Calypso Herrera, Florian Krach, Josef Teichmann

CoRR, 2020