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arXiv Machine Learning By Anastasis Kratsios, Giulia Livieri, Philipp Schmocker

NeuralChaos: Optimal Adapted Approximation of Square Integrable Predictable Processes

Read the original on arXiv Machine Learning →

arXiv:2607. 14361v1 Announce Type: cross Abstract: We address fundamental challenges in representing and computing $\mathbb{R}^{d}$-valued predictable square-integrable processes over $[0,T]$, collected in the space $\mathcal{H}^2_T(\mathbb{R}^{d})$.

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