Weak error rates for option pricing under linear rough volatility

Fachzeitschriftenartikel

Bayer, Christian
Hall, Eric Joseph (Corresponding author)
Tempone, Raul

2022

Path classification by stochastic linear recurrent neural networks

Fachzeitschriftenartikel

Boutaib, Youness (Corresponding author)
Bartolomaeus, Wiebke
Nestler, Sandra
Rauhut, Holger

2022

On orthogonal discriminants of characters

Fachzeitschriftenartikel

Nebe, Gabriele (Corresponding author)

2022

GENERIC, structure preserving integrators and hyperbolic partial differential equations of hydrodynamic type

Doktorarbeit

Siccha, Nikolas

2022, 2023

Deciphering Lasso-based Classification Through a Large Dimensional Analysis of the Iterative Soft-Thresholding Algorithm

Beitrag zu einem Tagungsband

Tiomoko, Malik (Corresponding author)
Schnoor, Ekkehard (Corresponding author)
Seddik, Mohamed El Amine
Colin, Igor
Virmaux, Aladin

2022

Gerecht teilen - aber wie?

Fachzeitschriftenartikel

Ansteeg, Melanie (Corresponding author)

2022

A Responding Attitude Component in Hidden Markov Models

Buchbeitrag, Beitrag zu einem Tagungsband

Kateri, Maria
Colombi, Roberto
Giordano, Sabrina

2022

Rank Bounds for Approximating Gaussian Densities in the Tensor-Train Format

Fachzeitschriftenartikel

Rohrbach, Paul B. (Corresponding author)
Dolgov, Sergey (Corresponding author)
Grasedyck, Lars (Corresponding author)
Scheichl, Robert (Corresponding author)

2022

Numerik für Ingenieure und Naturwissenschaftler : Methoden, Konzepte, Matlab-Demos, E-Learning

Buch

Dahmen, Wolfgang
Reusken, Arnold

2022

Data-based stochastic modeling reveals sources of activity bursts in single-cell TGF-β signaling

Fachzeitschriftenartikel

Kolbe, Niklas (Corresponding author)
Hexemer, Lorenz
Bammert, Lukas-Malte
Loewer, Alexander
Lukáčová-Medvid’ová, Mária
Legewie, Stefan (Corresponding author)

2022

Exploring Parameter and Hyper-Parameter Spaces of Neuroscience Models on High Performance Computers With Learning to Learn

Fachzeitschriftenartikel

Yegenoglu, Alper (Corresponding author)
Subramoney, Anand
Hater, Thorsten
Jimenez-Romero, Cristian
Klijn, Wouter
Perez Martin, Aaron
van der Vlag, Michiel
Herty, Michael
Morrison, Abigail Joanna Rhodes
Diaz Pier, Sandra

2022

Cell tracking for live-cell microscopy using an activity-prioritized assignment strategy

Buchbeitrag, Beitrag zu einem Tagungsband

Ruzaeva, Karina (Corresponding author)
Cohrs, Jan-Christopher (Corresponding author)
Kasahara, Keitaro (Corresponding author)
Kohlheyer, Dietrich (Corresponding author)
Nöh, Katharina (Corresponding author)
Berkels, Benjamin (Corresponding author)

2022, 2023

A Distribution-Dependent Mumford-Shah Model for Unsupervised Hyperspectral Image Segmentation

Fachzeitschriftenartikel

Cohrs, Jan-Christopher (Corresponding author)
Bajaj, Chandrajit
Berkels, Benjamin

2022

Automated Characterization of Catalytically Active Inclusion Body Production in Biotechnological Screening Systems

Buchbeitrag, Beitrag zu einem Tagungsband

Ruzaeva, Karina (Corresponding author)
Küsters, Kira (Corresponding author)
Wiechert, Wolfgang
Berkels, Benjamin
Oldiges, Marco
Noh, Katharina

2022

A Hybrid Multi-Object Segmentation Framework with Model-Based B-Splines for Microbial Single Cell Analysis

Buchbeitrag, Beitrag zu einem Tagungsband

Ruzaeva, Karina
Noh, Katharina
Berkels, Benjamin

2022

Maximal discrete subgroups of

Fachzeitschriftenartikel

Krieg, Aloys (Corresponding author)
Schaps, Felix

2022

Overparameterization and Generalization Error: Weighted Trigonometric Interpolation

Fachzeitschriftenartikel

Xie, Yuege (Corresponding author)
Chou, Hung-Hsu
Rauhut, Holger
Ward, Rachel

2022

Mathematical algorithms in civic contexts: mathematics education and algorithmic literacy

Beitrag zu einem Tagungsband

Pohlkamp, Stefan (Corresponding author)
Lengnink, Katja

2022

An assessment of solvers for algebraically stabilized discretizations of convection-diffusion-reaction equations

Fachzeitschriftenartikel

Jha, Abhinav (Corresponding author)
Pártl, Ondřej
Ahmed, Naveed
Kuzmin, Dmitri

2022

Monitoring the evolution of dimensional accuracy and product properties in property-controlled forming processes

Fachzeitschriftenartikel

Stebner, Sophie Charlotte (Corresponding author)
Martschin, Juri
Arian, Bahman
Dietrich, Stefan
Feistle, Martin
Hütter, Sebastian
Lafarge, Rémi
Laue, Robert
Li, Xinyang
Schulte, Christopher
Spies, Daniel
Thein, Ferdinand
Wendler, Frank
Wrobel, Malte
Vasquez, Julian Rozo
Dölz, Michael
Münstermann, Sebastian

2023, 2024

Γ-robust optimization of project scheduling problems

Fachzeitschriftenartikel

Koster, Arie Marinus
Segschneider, Jenny (Corresponding author)
Ventsch, Nicole

2023, 2024

Functional Estimation and Change Detection for Nonstationary Time Series

Fachzeitschriftenartikel

Mies, Fabian (Corresponding author)

2023

Tangent-point energies and ropelength as Gamma-limits of discrete tangent-point energies on biarc curves

Fachzeitschriftenartikel

Lagemann, Anna Marie (Corresponding author)
von der Mosel, Heiko

2023

Explicit implicit domain splitting for two phase flows with phase transition

Fachzeitschriftenartikel

May, S.
Thein, Ferdinand (Corresponding author)

2023

Speed-controlling gradient flows for knot energies, and analyticity of critical knots

Doktorarbeit

Steenebrügge, Daniel

2023

On the source algebra equivalence class of blocks with cyclic defect groups, I

Fachzeitschriftenartikel

Hiß, Gerhard (Corresponding author)
Lassueur, Caroline

2023

Constrained Consensus-Based Optimization

Fachzeitschriftenartikel

Borghi, Giacomo (Corresponding author)
Herty, Michael (Corresponding author)
Pareschi, Lorenzo (Corresponding author)

2023

Strata of p‐origamis

Fachzeitschriftenartikel

Flake, Johannes Matthias
Thevis, Andrea (Corresponding author)

2023

DFTK: The Density-functional toolkit

Software

Herbst, Michael Friedrich
Levitt, Antoine
Cancès, Eric

2023

Sharp systolic inequalities for rotationally symmetric 2-orbifolds

Fachzeitschriftenartikel

Lange, Christian (Corresponding author)
Soethe, Tobias

2023

Saving Costly Experiments and Simulations through Machine Learning

Buchbeitrag

Herty, Michael
Rom, Christian Michael (Corresponding author)
Visconti, Giuseppe

2023

A branch and bound algorithm for robust binary optimization with budget uncertainty

Fachzeitschriftenartikel

Büsing, Christina Maria Katharina
Gersing, Timo (Corresponding author)
Koster, Arie Marinus

2023

Uncertainty quantification in coastal aquifers using the multilevel Monte Carlo method

Bericht

Litvinenko, Alexander
Logashenko, Dmitry
Tempone, Raul
Wittum, Gabriel
Vasilyeva, Ekaterina A.

2023

Replication of Particle Trajectories in the Plasma Jet with Two Consecutive Residual Neural Networks

Fachzeitschriftenartikel

Bobzin, Kirsten
Heinemann, Hendrik
Dokhanchi, Seyed Ruhollah (Corresponding author)
Rom, Christian Michael

2023

Numerical stability and efficiency of response property calculations in density functional theory

Buchbeitrag, Fachzeitschriftenartikel

Cancès, Eric
Herbst, Michael Friedrich
Kemlin, Gaspard
Levitt, Antoine (Corresponding author)
Stamm, Benjamin

2023

Importance sampling for McKean-Vlasov stochastic differential equation

Multimedia, Talk (non-conference)

Ben Rached, Nadhir
Haji-Ali, Abdul-Lateef
Subbiah Pillai, Shyam Mohan (Corresponding author)
Tempone, Raul

2023

Importance sampling methods for McKean-Vlasov type stochastic differential equations

Masterarbeit

Subbiah Pillai, Shyam Mohan

2023

Numerical smoothing with hierarchical adaptive sparse grids and quasi-Monte Carlo methods for efficient option pricing

Fachzeitschriftenartikel

Bayer, Christian
Ben Hammouda, Chiheb (Corresponding author)
Tempone, Raúl

2023

Impact of heat and mass transport on Rayleigh-Taylor instability of Walter’s B viscoelastic fluid layer

Fachzeitschriftenartikel

Shukla, Atul Kumar
Awasthi, Mukesh Kumar (Corresponding author)
Singh, Satyvir

2023

State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables

Fachzeitschriftenartikel

Ben Amar, Eya (Corresponding author)
Ben Rached, Nadhir
Haji-Ali, Abdul-Lateef
Tempone, Raul

2023

Embeddings of anisotropic Besov spaces into Sobolev spaces

Fachzeitschriftenartikel

Bartusel, David (Corresponding author)
Führ, Hartmut

2023

Probabilistic time series forecasts with autoregressive transformation models

Fachzeitschriftenartikel

Rügamer, David (Corresponding author)
Baumann, Philipp F. M.
Kneib, Thomas
Hothorn, Torsten

2023

On the shock-driven hydrodynamic instability in square and rectangular light gas bubbles: A comparative study from numerical simulations

Fachzeitschriftenartikel

Singh, Satyvir (Corresponding author)
Torrilhon, Manuel

2023

Capabilities of Auto-encoders and Principal Component Analysis of the reduction of microstructural images; Application on the acceleration of Phase-Field simulations

Fachzeitschriftenartikel

Fetni, Seifallah (Corresponding author)
Pham, Thinh Quy Duc
Hoang, Truong Vinh
Tran, Hoang Son
Duchêne, Laurent
Tran, Xuan-Van
Habraken, Anne Marie

2023

Multiresolution analysis for stochastic hyperbolic conservation laws

Fachzeitschriftenartikel

Herty, Michael (Corresponding author)
Kolb, Adrian Jürgen (Corresponding author)
Müller, Siegfried (Corresponding author)

2023

Model-based analysis of the image generation quality of adversarial latent autoencoders for industrial machine vision

Masterarbeit

Yermakov, Ruslan
Wolfschläger, Dominik (Consultant)

2023

Bericht zur Tagung: Mathematische Bildung neu denken - Andreas Vohns erinnern und weiterdenken

Fachzeitschriftenartikel

Pohlkamp, Stefan (Corresponding author)
Hamann, Tanja
Helmerich, Markus A.
Kollosche, David
Lengnink, Katja

2023

Finite Model Theory and Proof Complexity Revisited: Distinguishing Graphs in Choiceless Polynomial Time and the Extended Polynomial Calculus

Buchbeitrag, Beitrag zu einem Tagungsband

Pago, Benedikt Thomas (Corresponding author)

2023

A record-values property of a renewal process with random inspection time

Fachzeitschriftenartikel

Kamps, Udo
Rauwolf, Diana

2023

Statistical Prediction of Future Sports Records Based on Record Values

Fachzeitschriftenartikel

Empacher, Christina
Kamps, Udo (Corresponding author)
Volovskiy, Grigoriy

2023