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Michael A. Kouritzin
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Articles
19
Sampling and Filtering with Markov Chains
11 August 2023 by
Michael Kouritzin
Statistics Theory
Universal Approximation and the Topological Neural Network
26 May 2023 by
Michael Kouritzin
and
Daniel Richard
Machine Learning
A Bootstrap Algorithm for Fast Supervised Learning
4 May 2023 by
Michael Kouritzin
and
others
Machine Learning
,
Applications
On mean-field super-Brownian motions
11 December 2022 by
Yaozhong Hu
and
others
Probability
Markov Observation Models
17 October 2022 by
Michael Kouritzin
Machine Learning
,
Statistics Theory
Nonlinear McKean-Vlasov diffusions under the weak Hormander condition with quantile-dependent coefficients
12 March 2021 by
Yaozhong Hu
and
others
Probability
Explicit solution simulation method for the 3/2 model
8 January 2021 by
Iro René Kouarfate
and
others
Computational Finance
Replication and Its Application to Weak Convergence
1 November 2020 by
Chi Dong
and
Michael Kouritzin
Probability
On almost sure limit theorems for detecting long-range dependent, heavy-tailed processes
6 August 2020 by
Michael Kouritzin
and
Sounak Paul
at
University of Alberta
Probability
,
Statistics Theory
Branching Particle Pricers with Heston Examples
11 November 2019 by
Michael Kouritzin
and
Anne Mackay
Computational Finance
Long-time limits and occupation times for stable Fleming-Viot processes with decaying sampling rates
15 January 2019 by
Michael Kouritzin
and
Khoa Lê
Probability
Laws of Large Numbers for Supercritical Branching Gaussian Processes
27 July 2018 by
Michael Kouritzin
and
others
Probability
VIX-linked fees for GMWBs via Explicit Solution Simulation Methods
11 April 2018 by
Michael Kouritzin
and
Anne Mackay
Risk Management
On explicit solutions to Ito diffusions
19 August 2016 by
Michael Kouritzin
and
Bruno Remillard
Probability
Path-dependent option pricing with explicit solutions, stochastic approximation and Heston examples
14 August 2016 by
Michael Kouritzin
Pricing of Securities
Marcinkiewicz Law of Large Numbers for Outer-products of Heavy-tailed, Long-range Dependent Data
11 January 2015 by
Michael Kouritzin
and
Samira Sadeghi
Statistics Theory
Convergence Rates and Decoupling in Linear Stochastic Approximation Algorithms
11 January 2015 by
Michael Kouritzin
and
Samira Sadeghi
Statistics Theory
Properties of Quick Simulation Random Fields
4 December 2012 by
Biao Wu
and
others
Probability
,
Computation
Rates for branching particle approximations of continuous-discrete filters
22 February 2006 by
Michael Kouritzin
and
Wei Sun
Probability
This is an AI-generated summary
Key points
Topics
Statistics Theory
Probability
Machine Learning
Computational Finance
Applications
Risk Management
Pricing of Securities
Computation
