Unrolling of Simplicial ElasticNet for Edge Flow Signal Reconstruction

The edge flow reconstruction task consists of retreiving edge flow signals from corrupted or incomplete measurements. This is typically solved by a regularized optimization problem on higher-order networks such as simplicial complexes and the corresponding regularizers are chosen based on prior knowledge. Tailoring this prior to the setting...

Monte Carlo simulation of SDEs using GANs

Generative adversarial networks (GANs) have shown promising results when applied on partial differential equations and financial time series generation. We investigate if GANs can also be used to approximate one-dimensional Ito ^ stochastic differential equations (SDEs). We propose a scheme that approximates the path-wise conditional...

Adaptive neural sliding mode control for heterogeneous ship formation keeping considering uncertain dynamics and disturbances

This paper investigates the formation keeping problem of heterogeneous ships with underactuated inputs, uncertain dynamics, and environmental disturbances. The control objective is to make the heterogeneous followers keep the desired formation while tracking a leader. To solve the problem effectively, a novel virtual leader–follower formation...

Pricing Options and Computing Implied Volatilities using Neural Networks

This paper proposes a data-driven approach, by means of an Artificial Neural Network (ANN), to value financial options and to calculate implied volatilities with the aim of accelerating the corresponding numerical methods. With ANNs being universal function approximators, this method trains an optimized ANN on a data set generated by a...