publication 06/01/2025 Moving average options: Machine learning and Gauss-Hermite quadrature for a double non-Markovian problem
publication 06/01/2025 Pricing and hedging GMWB in the Heston and in the Black–Scholes with stochastic interest rate models
publication 06/01/2025 Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate
publication 06/01/2025 Computing Credit Valuation Adjustment solving coupled PIDEs in the Bates model
publication 06/01/2025 Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models
publication 06/01/2025 Variance Reduction Applied to Machine Learning for Pricing Bermudan/American Options in High Dimension
publication 06/01/2025 Delayed control design of a vibrating thin membrane via a partial pole placement
publication 06/01/2025 Lyapunov Function computation for Periodic Linear Hybrid Systems via Handelman, Polya and SoS approaches: A comparative study
publication 06/01/2025 An LMI-based iterative algorithm for state and output feedback stabilization of discrete-time Lur’e systems
publication 06/01/2025 Semi-Definite Programming Methods for the Stability Analysis of Nonlinear Systems
publication 06/01/2025 Large-scale nonconvex optimization: randomization, gap estimation, and numerical resolution
publication 06/01/2025 Mean Field Optimization problems: stability results and Lagrangian discretization
publication 06/01/2025 A Lagrangian approach for aggregative mean field games of controls with mixed and final constraints
publication 31/07/2025 Learning a sparse polynomial approximation to the transition function of general state-space models
publication 03/07/2025 Over-order multiplicities and their application in controlling delay dynamics. On zeros' distribution of linear combinations of Kummer hypergeometric functions
publication 25/06/2025 A Joint Spatial and Magnification Based Attention Framework for Large Scale Histopathology Classification
publication 20/05/2025 Output-feedback controllers with guaranteed L 2 -gain for continuous-time Lur'e systems using noncausal Zames–Falb multipliers
publication 06/05/2025 Well-posedness and asymptotic behavior of difference equations with a time-dependent delay and applications
publication 02/05/2025 Towards an MID-based Delayed Design for Arbitrary-order Dynamical Systems with a Mechanical Application
publication 01/09/2024 Aggregated f -average Neural Network applied to Few-Shot Class Incremental Learning
publication 29/04/2025 Differentiable Gamma Index-Based Loss Functions: Accelerating Monte-Carlo Radiotherapy Dose Simulation
publication 29/04/2025 You Don't Need Domain-Specific Data Augmentations When Scaling Self-Supervised Learning
publication 29/04/2025 171P A deep learning model for breast cancer diagnosis from fine-needle aspiration cytology whole slide images