Preprints

Ortega, J.-P. and Yin, D. [2023] Expressiveness and structure preservation in learning port-Hamiltonian systems. Preprint

Da Costa, N., Mostajeran, C., and Ortega J.-P. [2023] The Gaussian kernel on the circle and spaces that admit isometric embeddings of the circle. Preprint

Turlapati, H., Grigoryeva, H., Ortega, J.-P., and Campolo, D. [2023] Tracing curves in the plane: geometric-invariant learning from human demonstrations. Preprint

Gonon, L., Grigoryeva, L., and Ortega, J.-P. [2022] Reservoir kernels and Volterra series. Preprint

Manjunath, G and Ortega, J.-P. [2022] Transport in reservoir computing. Preprint

Ballarin, G., Dellaportas, P., Grigoryeva, L., Hirt, M., van Huellen, S., and Ortega, J.-P. [2022] Reservoir computing for macroeconomic forecasting with mixed frequency data. Preprint

Grigoryeva, L., Hart, A., and Ortega, J.-P. [2021] Learning strange attractors with reservoir systems. Preprint

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