Florian Krach

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 13

Top Topics

Utility Elicitation

Noisy Observations

Robust Principal Component Analysis

Optimal Stopping

Top Venues

Trans. Mach. Learn. Res.

Publications

Raeid Saqur, Anastasis Kratsios, Florian Krach, Yannick Limmer, Jacob-Junqi Tian, John Willes, Blanka Horvath, Frank Rudzicz
Filtered not Mixed: Stochastic Filtering-Based Online Gating for Mixture of Large Language Models. CoRR (2024)
Florian Krach, Josef Teichmann
Learning Chaotic Systems and Long-Term Predictions with Neural Jump ODEs. CoRR (2024)
William Andersson, Jakob Heiss, Florian Krach, Josef Teichmann
Extending Path-Dependent NJ-ODEs to Noisy Observations and a Dependent Observation Framework. Trans. Mach. Learn. Res. 2024 (2024)
Florian Krach, Josef Teichmann, Hanna Wutte
Robust Utility Optimization via a GAN Approach. CoRR (2024)
Calypso Herrera, Florian Krach, Anastasis Kratsios, Pierre Ruyssen, Josef Teichmann
Denise: Deep Robust Principal Component Analysis for Positive Semidefinite Matrices. Trans. Mach. Learn. Res. 2023 (2023)
Xuwei Yang, Anastasis Kratsios, Florian Krach, Matheus R. Grasselli, Aurélien Lucchi
Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing. CoRR (2023)
William Andersson, Jakob Heiss, Florian Krach, Josef Teichmann
Extending Path-Dependent NJ-ODEs to Noisy Observations and a Dependent Observation Framework. CoRR (2023)
Florian Krach, Marc Nübel, Josef Teichmann
Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs. CoRR (2022)
Calypso Herrera, Florian Krach, Pierre Ruyssen, Josef Teichmann
Optimal Stopping via Randomized Neural Networks. CoRR (2021)
Calypso Herrera, Florian Krach, Josef Teichmann
Neural Jump Ordinary Differential Equations: Consistent Continuous-Time Prediction and Filtering. ICLR (2021)
Calypso Herrera, Florian Krach, Josef Teichmann
Estimating Full Lipschitz Constants of Deep Neural Networks. CoRR (2020)
Calypso Herrera, Florian Krach, Josef Teichmann
Denise: Deep Learning based Robust PCA for Positive Semidefinite Matrices. CoRR (2020)
Calypso Herrera, Florian Krach, Josef Teichmann
Theoretical Guarantees for Learning Conditional Expectation using Controlled ODE-RNN. CoRR (2020)