Josef Teichmann

41 papers A* 2B 1Journal 37Unranked 1

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	JUCAL: Jointly Calibrating Aleatoric and Epistemic Uncertainty in Classification Tasks. CoRR Jakob Heiss, Sören Lambrecht, Jakob Weissteiner, Hanna Wutte, Zan Zuric, Josef Teichmann, Bin Yu
2025	J	`jnl`	IMProofBench: Benchmarking AI on Research-Level Mathematical Proof Generation. CoRR Johannes Schmitt, Gergely Bérczi, Jasper Dekoninck, Jeremy Feusi, Tim Gehrunger, Raphael Appenzeller, Jim Bryan, Niklas Canova, Timo de Wolff, Filippo Gaia, Michel van Garrel, Baran Hashemi, David Holmes, Aitor Iribar Lopez, Victor Jaeck, Martina Jørgensen, Steven Kelk, Stefan Kuhlmann, Adam Kurpisz, Chiara Meroni, Ingmar Metzler, Martin Möller, Samuel Muñoz-Echániz, Robert Nowak, Georg Oberdieck, Daniel Platt, Dylan Possamaï, Gabriel Ribeiro, Raul Sanchez Galan, Zheming Sun, Josef Teichmann, Richard P. Thomas, Charles Vial
2025	J	`jnl`	Neural Jump ODEs as Generative Models. CoRR Robert A. Crowell, Florian Krach, Josef Teichmann
2025	J	`jnl`	Revealing the temporal dynamics of antibiotic anomalies in the infant gut microbiome with neural jump ODEs. CoRR Anja Adamov, Markus Chardonnet, Florian Krach, Jakob Heiss, Josef Teichmann, Nicholas A. Bokulich
2025	J	`jnl`	Signature Reconstruction from Randomized Signatures. CoRR Mie Glückstad, Nicola Muca Cirone, Josef Teichmann
2025	J	`jnl`	Tackling One Health Risks: How Large Language Models are leveraged for Risk Negotiation and Consensus-building. CoRR Alexandra Fetsch, Iurii Savvateev, Racem Ben Romdhane, Martin Wiedmann, Artemiy Dimov, Maciej Durkalec, Josef Teichmann, Jakob Zinsstag, Konstantinos Koutsoumanis, Andreja Rajkovic, Jason Mann, Mauro Tonolla, Monika Ehling-Schulz, Matthias Filter, Sophia Johler
2025	J	`jnl`	Universal approximation property of neural stochastic differential equations. CoRR Anna P. Kwossek, David J. Prömel, Josef Teichmann
2024	—	`conf`	Adversarial Inverse Reinforcement Learning for Market Making. ICAIF Juraj Zelman, Martin Stefanik, Moritz Weiss, Josef Teichmann
2024	J	`jnl`	Extending Path-Dependent NJ-ODEs to Noisy Observations and a Dependent Observation Framework. Trans. Mach. Learn. Res. William Andersson, Jakob Heiss, Florian Krach, Josef Teichmann
2024	J	`jnl`	Learning Chaotic Systems and Long-Term Predictions with Neural Jump ODEs. CoRR Florian Krach, Josef Teichmann
2024	J	`jnl`	Robust Utility Optimization via a GAN Approach. CoRR Florian Krach, Josef Teichmann, Hanna Wutte
2023	J	`jnl`	A case study for unlocking the potential of deep learning in asset-liability-management. Frontiers Artif. Intell. Thomas Krabichler, Josef Teichmann
2023	J	`jnl`	Denise: Deep Robust Principal Component Analysis for Positive Semidefinite Matrices. Trans. Mach. Learn. Res. Calypso Herrera, Florian Krach, Anastasis Kratsios, Pierre Ruyssen, Josef Teichmann
2023	J	`jnl`	Extending Path-Dependent NJ-ODEs to Noisy Observations and a Dependent Observation Framework. CoRR William Andersson, Jakob Heiss, Florian Krach, Josef Teichmann
2023	J	`jnl`	Global universal approximation of functional input maps on weighted spaces. CoRR Christa Cuchiero, Philipp Schmocker, Josef Teichmann
2023	J	`jnl`	How (Implicit) Regularization of ReLU Neural Networks Characterizes the Learned Function - Part II: the Multi-D Case of Two Layers with Random First Layer. CoRR Jakob Heiss, Josef Teichmann, Hanna Wutte
2023	B	`conf`	On the effectiveness of Randomized Signatures as Reservoir for Learning Rough Dynamics. IJCNN Enea Monzio Compagnoni, Anna Scampicchio, Luca Biggio, Antonio Orvieto, Thomas Hofmann, Josef Teichmann
2023	J	`jnl`	Randomized Signature Methods in Optimal Portfolio Selection. CoRR Erdinc Akyildirim, Matteo Gambara, Josef Teichmann, Syang Zhou
2022	J	`jnl`	Applications of Signature Methods to Market Anomaly Detection. CoRR Erdinc Akyildirim, Matteo Gambara, Josef Teichmann, Syang Zhou
2022	J	`jnl`	Discrete-Time Signatures and Randomness in Reservoir Computing. IEEE Trans. Neural Networks Learn. Syst. Christa Cuchiero, Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega, Josef Teichmann
2022	A*	`conf`	NOMU: Neural Optimization-based Model Uncertainty. ICML Jakob Heiss, Jakob Weissteiner, Hanna S. Wutte, Sven Seuken, Josef Teichmann
2022	J	`jnl`	Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs. CoRR Florian Krach, Marc Nübel, Josef Teichmann
2022	J	`jnl`	Randomized Signature Layers for Signal Extraction in Time Series Data. CoRR Enea Monzio Compagnoni, Luca Biggio, Antonio Orvieto, Thomas Hofmann, Josef Teichmann
2021	J	`jnl`	Deep Hedging under Rough Volatility. CoRR Blanka Horvath, Josef Teichmann, Zan Zuric
2021	J	`jnl`	Infinite wide (finite depth) Neural Networks benefit from multi-task learning unlike shallow Gaussian Processes - an exact quantitative macroscopic characterization. CoRR Jakob Heiss, Josef Teichmann, Hanna Wutte
2021	J	`jnl`	NOMU: Neural Optimization-based Model Uncertainty. CoRR Jakob Heiss, Jakob Weissteiner, Hanna Wutte, Sven Seuken, Josef Teichmann
2021	A*	`conf`	Neural Jump Ordinary Differential Equations: Consistent Continuous-Time Prediction and Filtering. ICLR Calypso Herrera, Florian Krach, Josef Teichmann
2021	J	`jnl`	Optimal Stopping via Randomized Neural Networks. CoRR Calypso Herrera, Florian Krach, Pierre Ruyssen, Josef Teichmann
2020	J	`jnl`	Deep Neural Networks, Generic Universal Interpolation, and Controlled ODEs. SIAM J. Math. Data Sci. Christa Cuchiero, Martin Larsson, Josef Teichmann
2020	J	`jnl`	Denise: Deep Learning based Robust PCA for Positive Semidefinite Matrices. CoRR Calypso Herrera, Florian Krach, Josef Teichmann
2020	J	`jnl`	Discrete-time signatures and randomness in reservoir computing. CoRR Christa Cuchiero, Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega, Josef Teichmann
2020	J	`jnl`	Estimating Full Lipschitz Constants of Deep Neural Networks. CoRR Calypso Herrera, Florian Krach, Josef Teichmann
2020	J	`jnl`	Theoretical Guarantees for Learning Conditional Expectation using Controlled ODE-RNN. CoRR Calypso Herrera, Florian Krach, Josef Teichmann
2019	J	`jnl`	How implicit regularization of Neural Networks affects the learned function - Part I. CoRR Jakob Heiss, Josef Teichmann, Hanna Wutte
2017	J	`jnl`	Discrete Time Term Structure Theory and Consistent Recalibration Models. SIAM J. Financial Math. Anja Richter, Josef Teichmann
2016	J	`jnl`	Parabolic Free Boundary Price Formation Models Under Market Size Fluctuations. Multiscale Model. Simul. Peter A. Markowich, Josef Teichmann, Marie-Therese Wolfram
2015	J	`jnl`	A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing. Finance Stochastics Christa Cuchiero, Josef Teichmann
2013	J	`jnl`	Efficient Simulation and Calibration of General HJM Models by Splitting Schemes. SIAM J. Financial Math. Philipp Dörsek, Josef Teichmann
2012	J	`jnl`	Polynomial processes and their applications to mathematical finance. Finance Stochastics Christa Cuchiero, Martin Keller-Ressel, Josef Teichmann
2010	J	`jnl`	Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity. SIAM J. Financial Math. Damir Filipovic, Stefan Tappe, Josef Teichmann
2008	J	`jnl`	Absolutely Continuous Laws of Jump-Diffusions in Finite and Infinite Dimensions with Applications to Mathematical Finance. SIAM J. Math. Anal. Barbara Forster, Eva Lütkebohmert, Josef Teichmann