Search Results for author: Philipp Harms

Found 3 papers, 2 papers with code

Deep dynamic modeling with just two time points: Can we still allow for individual trajectories?

1 code implementation1 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.

A numerical framework for elastic surface matching, comparison, and interpolation

1 code implementation20 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.

Supermartingale deflators in the absence of a numéraire

no code implementations16 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.

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