1 code implementation • 1 Dec 2020 • Maren Hackenberg, Philipp Harms, Michelle Pfaffenlehner, Astrid Pechmann, Janbernd Kirschner, Thorsten Schmidt, Harald Binder
Inspired by recent advances that allow to combine deep learning with dynamic modeling, we investigate whether such approaches can be useful for uncovering complex structure, in particular for an extreme small data setting with only two observations time points for each individual.
1 code implementation • 20 Jun 2020 • Martin Bauer, Nicolas Charon, Philipp Harms, Hsi-Wei Hsieh
Square root normal fields (SRNF) considerably simplify the computation of certain elastic distances between parametrized surfaces.
no code implementations • 16 Jan 2020 • Philipp Harms, Chong Liu, Ariel Neufeld
In this paper we study arbitrage theory of financial markets in the absence of a num\'eraire both in discrete and continuous time.