Andrei Cozma - researchr alias

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Viewing Publication 1 - 5 from 5

2023

Cross-Scale MAE: A Tale of Multiscale Exploitation in Remote SensingMaofeng Tang, Andrei Cozma, Konstantinos Georgiou, Hairong Qi 0001. nips 2023: [doi]

2021

CNN Based ToF Image ProcessingMarian-Leontin Pop, Szilárd Molnár, Alexandru Pop, Benjamin Kelényi, Levente Tamas, Andrei Cozma. scipy 2021: 148-153 [doi]

2019

Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle MethodAndrei Cozma, Matthieu Mariapragassam, Christoph Reisinger. siamfm, 10(1):181-213, 2019. [doi]

2018

Convergence of an Euler Scheme for a Hybrid Stochastic-Local Volatility Model with Stochastic Rates in Foreign Exchange MarketsAndrei Cozma, Matthieu Mariapragassam, Christoph Reisinger. siamfm, 9(1):127-170, 2018. [doi]

Strong Convergence Rates for Euler Approximations to a Class of Stochastic Path-Dependent Volatility ModelsAndrei Cozma, Christoph Reisinger. siamnum, 56(6):3430-3458, 2018. [doi]

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