Michelle Muniz

Publication Activity (10 Years)

Years Active: 2021-2022
Publications (10 Years): 4

Top Topics

Infinite Dimensional

Machine Learning

Linear Transformation

Top Venues

J. Comput. Appl. Math.

Publications

Kevin Kamm, Michelle Muniz
A novel approach to rating transition modelling via Machine Learning and SDEs on Lie groups. CoRR (2022)
Kevin Kamm, Michelle Muniz
Rating Triggers for Collateral-Inclusive XVA via Machine Learning and SDEs on Lie Groups. CoRR (2022)
Michèle Wandelt, Michael Günther, Michelle Muniz
Geometric integration on Lie groups using the Cayley transform with focus on Lattice QCD. J. Comput. Appl. Math. 387 (2021)
Michelle Muniz, Matthias Ehrhardt, Michael Günther, Renate Winkler
Higher Strong Order Methods for Itô SDEs on Matrix Lie Groups. CoRR (2021)