Uro Lyi

Publication Activity (10 Years)

Years Active: 2018-2022
Publications (10 Years): 3

Top Topics

Fourier Transform

Learning Problems

Top Venues

Publications

Michael J. Curry, Uro Lyi, Tom Goldstein, John P. Dickerson
Learning Revenue-Maximizing Auctions With Differentiable Matching. AISTATS (2022)
Michael J. Curry, Uro Lyi, Tom Goldstein, John Dickerson
Learning Revenue-Maximizing Auctions With Differentiable Matching. CoRR (2021)
Uro Lyi, Michael C. Fu
European option Pricing with stochastic volatility and jumps: Comparison of Monte Carlo and Fast Fourier transform Methods. WSC (2018)