On the public citation graph
Machine Learning With Kernels for Portfolio Valuation and Risk Management
0 signed · 89 inferred · view as graph
Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
Is this your work? Sign in with ORCID and put your name on the
claims that are yours.
Reference health. See whether every reference in this work resolves to a
known work and none has been retracted — and get a dated CiteStamped
badge you can embed.
What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/9780470012505.tad020openalex-snapshot
D eutsche A ktuarvereinigung e . V . ( DAV )
inferredcites →https://doi.org/10.1007/11503415_19openalex-snapshot
Fast Rates for Support Vector Machines
inferredcites →https://doi.org/10.1007/978-1-4302-0420-6_3openalex-snapshot
Now Where Did I Put That?
inferredcites →https://doi.org/10.1007/978-1-4419-9096-9openalex-snapshot
Reproducing Kernel Hilbert Spaces in Probability and Statistics
inferredcites →https://doi.org/10.1007/978-3-322-82576-6_5openalex-snapshot
„Carat“: Kunden-Nutzen-Kette optimieren
inferredcites →https://doi.org/10.1007/978-3-642-18743-8_12openalex-snapshot
Simulation for American Options: Regression Now or Regression Later?
inferredcites →https://doi.org/10.1007/978-3-642-46890-2_1openalex-snapshot
Information Science and Statistics
inferredcites →https://doi.org/10.1007/978-3-642-66282-9openalex-snapshot
Perturbation Theory for Linear Operators
inferredcites →https://doi.org/10.1007/978-3-662-03961-8openalex-snapshot
Infinite Dimensional Analysis: A Hitchhiker's Guide
inferredcites →https://doi.org/10.1007/978-3-662-06400-9openalex-snapshot
Continuous Martingales and Brownian Motion
inferredcites →https://doi.org/10.1007/978-94-009-1740-8openalex-snapshot
Regularization of Inverse Problems
inferredcites →https://doi.org/10.1007/bf01457987openalex-snapshot
�ber die Entwicklung der harmonischen Funktionen der Ebene und des Raumes nach Orthogonalfunktionen
inferredcites →https://doi.org/10.1007/s00365-006-0659-yopenalex-snapshot
Learning Theory Estimates via Integral Operators and Their Approximations
inferredcites →https://doi.org/10.1007/s00365-012-9153-3openalex-snapshot
Mercer’s Theorem on General Domains: On the Interaction between Measures, Kernels, and RKHSs
inferredcites →https://doi.org/10.1007/s00780-017-0347-1openalex-snapshot
Replicating Portfolio Approach to Capital Calculation
inferredcites →https://doi.org/10.1007/s10208-004-0155-9openalex-snapshot
Learning Rates of Least-Square Regularized Regression
inferredcites →https://doi.org/10.1007/s10208-006-0196-8openalex-snapshot
Optimal Rates for the Regularized Least-Squares Algorithm
inferredcites →https://doi.org/10.1007/s102080010030openalex-snapshot
Best Choices for Regularization Parameters in Learning Theory: On the Bias—Variance Problem
inferredcites →https://doi.org/10.1007/s10598-016-9313-6openalex-snapshot
Numerical Investigation of Spatial Solitons
inferredcites →https://doi.org/10.1007/s13385-014-0094-zopenalex-snapshot
Mathematical analysis of different approaches for replicating portfolios
inferredcites →https://doi.org/10.1007/s13385-016-0133-zopenalex-snapshot
The difference between LSMC and replicating portfolio in insurance liability modeling
inferredcites →https://doi.org/10.1016/j.acha.2018.09.009openalex-snapshot
Optimal rates for spectral algorithms with least-squares regression over Hilbert spaces
inferredcites →https://doi.org/10.1016/j.insmatheco.2016.02.006openalex-snapshot
Statistical emulators for pricing and hedging longevity risk products
inferredcites →https://doi.org/10.1016/j.jco.2004.09.002openalex-snapshot
Mercer theorem for RKHS on noncompact sets
inferredcites →https://doi.org/10.1016/j.jco.2006.06.007openalex-snapshot
Multi-kernel regularized classifiers
inferredcites →https://doi.org/10.1016/j.jco.2006.07.001openalex-snapshot
On regularization algorithms in learning theory
inferredcites →https://doi.org/10.1017/cbo9781107295513openalex-snapshot
Stochastic Equations in Infinite Dimensions
inferredcites →https://doi.org/10.1017/cbo9781316219232openalex-snapshot
An Introduction to the Theory of Reproducing Kernel Hilbert Spaces
inferredcites →https://doi.org/10.1017/s0033291700047632openalex-snapshot
Geschehnis und Erlebnis. (Pp. 129; $13.20.) by Straus Erwin. Springer-Verlag: Berlin. 1978. - Vom Sinn der Sinne. Second edition. (Pp. 425; illustrated; $23.10.) Straus Erwin. Springer-Verlag: Berlin. 1978.
inferredcites →https://doi.org/10.1090/s0002-9947-1950-0051437-7openalex-snapshot
Theory of reproducing kernels
inferredcites →https://doi.org/10.1090/s0273-0979-01-00923-5openalex-snapshot
On the mathematical foundations of learning
inferredcites →https://doi.org/10.1098/rsta.1909.0016openalex-snapshot
XVI. Functions of positive and negative type, and their connection the theory of integral equations
inferredcites →https://doi.org/10.1109/4235.585893openalex-snapshot
No free lunch theorems for optimization
inferredcites →https://doi.org/10.1111/mafi.12097openalex-snapshot
MODEL UNCERTAINTY AND SCENARIO AGGREGATION
inferredcites →https://doi.org/10.1111/mafi.12358openalex-snapshot
A machine learning approach to portfolio pricing and risk management for high‐dimensional problems
inferredcites →https://doi.org/10.1117/1.2819119openalex-snapshot
Book Review: Pattern Recognition and Machine Learning
inferredcites →https://doi.org/10.1137/120889897openalex-snapshot
Randomized Extended Kaczmarz for Solving Least Squares
inferredcites →https://doi.org/10.1137/17m1158380openalex-snapshot
Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement
inferredcites →https://doi.org/10.1142/s0219530518500094openalex-snapshot
Reproducing kernels of Sobolev spaces on ℝd and applications to embedding constants and tractability
inferredcites →https://doi.org/10.1145/130385.130401openalex-snapshot
A training algorithm for optimal margin classifiers
inferredcites →https://doi.org/10.1162/089976698300017467openalex-snapshot
Nonlinear Component Analysis as a Kernel Eigenvalue Problem
inferredcites →https://doi.org/10.1162/153244302760185252openalex-snapshot
10.1162/153244302760185252
inferredcites →https://doi.org/10.1184/r1/6476315.v1openalex-snapshot
Scalable Kernel Methods via Doubly Stochastic Gradients
inferredcites →https://doi.org/10.1201/9781420009941openalex-snapshot
Introduction to Stochastic Calculus Applied to Finance
inferredcites →https://doi.org/10.1214/009053607000000677openalex-snapshot
Kernel methods in machine learning
inferredcites →https://doi.org/10.1214/aoap/1050689599openalex-snapshot
Partial immunization processes
inferredcites →https://doi.org/10.1214/aoap/1060202833openalex-snapshot
Affine processes and applications in finance
inferredcites →https://doi.org/10.1214/aop/1176988477openalex-snapshot
Optimum Bounds for the Distributions of Martingales in Banach Spaces
inferredcites →https://doi.org/10.1214/aop/1176996029openalex-snapshot
The Law of Large Numbers and the Central Limit Theorem in Banach Spaces
inferredcites →https://doi.org/10.1287/mnsc.1100.1213openalex-snapshot
Nested Simulation in Portfolio Risk Measurement
inferredcites →https://doi.org/10.1287/opre.2015.1419openalex-snapshot
Risk Estimation via Regression
inferredcites →https://doi.org/10.17016/feds.2008.21openalex-snapshot
Nested Simulation in Portfolio Risk Measurement
inferredcites →https://doi.org/10.2139/ssrn.3471164openalex-snapshot
Weighted Monte Carlo with Least Squares and Randomized Extended Kaczmarz for Option Pricing
inferredcites →https://doi.org/10.2139/ssrn.3588376openalex-snapshot
A machine learning approach to portfolio pricing and risk management for high-dimensional problems
inferredcites →https://doi.org/10.2169/naika.86.2058openalex-snapshot
Emerging infectious diseases and insensible bacillus infectious diseases. Emerging infectious diseases. Cryptosporidium infection.
inferredcites →https://doi.org/10.3386/t0281openalex-snapshot
Affine Processes and Application in Finance
inferredcites →https://doi.org/10.3389/fams.2017.00003openalex-snapshot
Optimal Rates for the Regularized Learning Algorithms under General Source Condition
inferredcites →https://doi.org/10.48550/arxiv.1201.0490openalex-snapshot
Scikit-learn: Machine Learning in Python
inferredcites →https://doi.org/10.48550/arxiv.1403.7304openalex-snapshot
Characteristic Kernels and Infinitely Divisible Distributions
inferredcites →https://doi.org/10.48550/arxiv.1705.10958openalex-snapshot
FALKON: An Optimal Large Scale Kernel Method
inferredcites →https://doi.org/10.5555/1046920.1088702openalex-snapshot
Learning from Examples as an Inverse Problem
inferredcites →https://doi.org/10.5555/1756006.1756036openalex-snapshot
On Learning with Integral Operators
inferredcites →https://doi.org/10.5555/1756006.1859901openalex-snapshot
Hilbert Space Embeddings and Metrics on Probability Measures
inferredcites →https://doi.org/10.5555/2946645.2946692openalex-snapshot
Large scale online kernel learning
inferredcites →https://doi.org/10.5802/smai-jcm.24openalex-snapshot
Optimal weighted least-squares methods
inferredcites →https://doi.org/10.7551/mitpress/8291.003.0026openalex-snapshot
Adaptive Computation and Machine Learning
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.3588376openalex-extracted
A machine learning approach to portfolio pricing and risk management for high-dimensional problems
inferred← citeshttps://doi.org/10.2139/ssrn.3785528openalex-extracted
Mispricing and Uncertainty in International Markets
inferred← citeshttps://doi.org/10.2139/ssrn.4083677openalex-extracted
Ensemble learning for portfolio valuation and risk management
inferred← citeshttps://doi.org/10.2139/ssrn.4965963openalex-extracted
Adaptive Joint Distribution Learning
inferred← citeshttps://doi.org/10.1007/978-3-031-53960-2_42openalex-snapshot
Production Portfolio Theory: Risk Evaluation and a New Industrial Application (IA)
inferred← citeshttps://doi.org/10.1007/s00521-021-06060-0openalex-snapshot
A hybrid machine learning approach for hypertension risk prediction
inferred← citeshttps://doi.org/10.1007/s10614-025-10933-0openalex-snapshot
Pricing High-Dimensional Bermudan Options via Kernel-Based Dual Variance Minimization
inferred← citeshttps://doi.org/10.1007/s11579-026-00423-8openalex-snapshot
Asset pricing: a new approach for a family of problems
inferred← citeshttps://doi.org/10.1007/s42521-022-00074-6openalex-snapshot
Deep stochastic optimization in finance
inferred← citeshttps://doi.org/10.1080/14697688.2024.2430299openalex-snapshot
Ensemble learning for portfolio valuation and risk management
inferred← citeshttps://doi.org/10.1109/iraset60544.2024.10548997openalex-snapshot
A PRISMA Systematic Review for Intelligent IS/IT Project Portfolio Dashboard from the Value, Prioritization and Risk Perspectives
inferred← citeshttps://doi.org/10.1111/mafi.12358openalex-snapshot
A machine learning approach to portfolio pricing and risk management for high‐dimensional problems
inferred← citeshttps://doi.org/10.1287/moor.2022.0307openalex-snapshot
Langevin Dynamics Based Algorithm e-THεO POULA for Stochastic Optimization Problems with Discontinuous Stochastic Gradient
inferred← citeshttps://doi.org/10.3389/frai.2024.1371502openalex-snapshot
Enhancing portfolio management using artificial intelligence: literature review
inferred← citeshttps://doi.org/10.70675/fd85303fz2349z4f74zb6e0zcf410b8689d6openalex-snapshot
Quantification des incertitudes en gestion d'actifs : méthodes à noyaux et fluctuations statistiques
Editorial review for independent work. ICSAC — the Institute for Complexity
Science and Advanced Computing — runs a structured editorial panel for researchers
publishing outside journals, and publishes on CiteStamp rails. Submission is free
and goes through ORCID: icsacinstitute.org/submit.