Preprints

Louw, J. and Ortega J.-P. [2025] Learning the climate of dynamical systems with state-space systems. Preprint

Hu, J., Ortega, J.-P., and Yin, D. [2025] A kernel method for the learning of Wasserstein geometric flows. Preprint

Ortega, J.-P. and Rossmannek, F. [2025] Echoes of the past: A unified perspective on fading memory and echo states. Preprint

Gonon, L., Martínez-Peña, R., and Ortega, J.-P. [2025] Feedback-driven recurrent quantum neural network universality. Preprint

Nguyen, H.-T., Zhang, S., Bisio, I.-S., Ramanathan, V., Dutta, A., Allen, T., Ortega, J.-P., Leong, V., and Campolo, D. [2024] An integrated framework for pose extraction and tracking with application to mother-child interaction research.

Badescu, A., Elliott, R., Grigoryeva, L., and Ortega, J.-P. [2016] Option pricing and hedging under non-affine autoregressive stochastic volatility models.

Grigoryeva, L. and Ortega, J.-P. [2016] Singular ridge regression with homoscedastic residuals: generalization error with estimated parameters.

Bauwens, L., Grigoryeva, L., and Ortega, J.-P. [2015] Non-scalar GARCH models: Composite likelihood estimation and empirical model comparisons.

Grigoryeva, L., Henriques, J., and Ortega, J.-P. [2015] Quantitative evaluation of the performance of discrete-time reservoir computers in the forecasting, filtering, and reconstruction of stochastic stationary signals. Preprint

Ortega, J.-P., Pullirsch, R., Teichmann, J., and Wergieluk, J. [2009] A new approach for scenario generation in risk management. Preprint