Andrei Cozma

Publication Activity (10 Years)

Years Active: 2018-2024
Publications (10 Years): 8

Top Topics

Foreign Exchange

Image Processing

Gaussian Kernels

Top Venues

SIAM J. Financial Math.

SIAM J. Numer. Anal.

Publications

Maofeng Tang, Andrei Cozma, Konstantinos Georgiou, Hairong Qi
Cross-Scale MAE: A Tale of Multi-Scale Exploitation in Remote Sensing. CoRR (2024)
Andrei Cozma, Landon Harris, Hairong Qi, Ping Ji, Wenpeng Guo, Song Yuan
Defect Detection in Tire X-Ray Images: Conventional Methods Meet Deep Structures. CoRR (2024)
Maofeng Tang, Andrei Cozma, Konstantinos Georgiou, Hairong Qi
Cross-Scale MAE: A Tale of Multiscale Exploitation in Remote Sensing. NeurIPS (2023)
Marian-Leontin Pop, Szilárd Molnár, Alexandru Pop, Benjamin Kelényi, Levente Tamas, Andrei Cozma
CNN Based ToF Image Processing. SciPy (2021)
Andrei Cozma, Christoph Reisinger
Simulation of conditional expectations under fast mean-reverting stochastic volatility models. CoRR (2020)
Andrei Cozma, Matthieu Mariapragassam, Christoph Reisinger
Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method. SIAM J. Financial Math. 10 (1) (2019)
Andrei Cozma, Christoph Reisinger
Strong Convergence Rates for Euler Approximations to a Class of Stochastic Path-Dependent Volatility Models. SIAM J. Numer. Anal. 56 (6) (2018)
Andrei Cozma, Matthieu Mariapragassam, Christoph Reisinger
Convergence of an Euler Scheme for a Hybrid Stochastic-Local Volatility Model with Stochastic Rates in Foreign Exchange Markets. SIAM J. Financial Math. 9 (1) (2018)