Preprints


  • Martínez-Peña, R. and Ortega, J.-P. [2022] Quantum reservoir computing in finite dimensions. 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