Juan-Pablo Ortega

发表

Closed-form variance swap prices under general affine GARCH models and their continuous-time limits

Alexandru Badescu, Zhenyu Cui, Juan-Pablo Ortega, 2017, Ann. Oper. Res..

Non-Gaussian GARCH Option Pricing Models and Their Diffusion Limits

Robert J. Elliott, Alexandru Badescu, Juan-Pablo Ortega, 2013, Eur. J. Oper. Res..

Echo state networks are universal

Juan-Pablo Ortega, Lyudmila Grigoryeva, J. Ortega, 2018, Neural Networks.

Reservoir Computing Universality With Stochastic Inputs

Juan-Pablo Ortega, Lukas Gonon, J. Ortega, 2018, IEEE Transactions on Neural Networks and Learning Systems.

Reservoir Computing: Information Processing of Stationary Signals

Juan-Pablo Ortega, Lyudmila Grigoryeva, Julie Henriques, 2016, 2016 IEEE Intl Conference on Computational Science and Engineering (CSE) and IEEE Intl Conference on Embedded and Ubiquitous Computing (EUC) and 15th Intl Symposium on Distributed Computing and Applications for Business Engineering (DCABES).

Estimation and Empirical Performance of Non-Scalar Dynamic Conditional Correlation Models

Juan-Pablo Ortega, Lyudmila Grigoryeva, Luc Bauwens, 2014, Comput. Stat. Data Anal..

Time-Delay Reservoir Computers and High-Speed Information Processing Capacity

Laurent Larger, Juan-Pablo Ortega, Lyudmila Grigoryeva, 2016, 2016 IEEE Intl Conference on Computational Science and Engineering (CSE) and IEEE Intl Conference on Embedded and Ubiquitous Computing (EUC) and 15th Intl Symposium on Distributed Computing and Applications for Business Engineering (DCABES).

Bifurcation of relative equilibria in mechanical systems with symmetry

Tudor S. Ratiu, Juan-Pablo Ortega, Pascal Chossat, 2003, Adv. Appl. Math..

Multivariate GARCH Estimation via a Bregman-Proximal Trust-Region Method

Stéphane Chrétien, Juan-Pablo Ortega, S. Chrétien, 2011, Comput. Stat. Data Anal..

Nonlinear Memory Capacity of Parallel Time-Delay Reservoir Computers in the Processing of Multidimensional Signals

Laurent Larger, Juan-Pablo Ortega, Lyudmila Grigoryeva, 2015, Neural Computation.

Forecasting, filtering, and reconstruction of stochastic stationary signals using discrete-time reservoir computers pdf

Juan-Pablo Ortega, Lyudmila Grigoryeva, Julie Henriques, 2015, ArXiv.

Universal discrete-time reservoir computers with stochastic inputs and linear readouts using non-homogeneous state-affine systems

Juan-Pablo Ortega, Lyudmila Grigoryeva, J. Ortega, 2017, J. Mach. Learn. Res..

Differentiable reservoir computing

Juan-Pablo Ortega, Lyudmila Grigoryeva, J. Ortega, 2019, J. Mach. Learn. Res..