Martin Keller-Ressel

19 papers A* 2Journal 17

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	SimZSL: Zero-Shot Learning Beyond a Pre-defined Semantic Embedding Space. Int. J. Comput. Vis. Mina Ghadimi Atigh, Stephanie Nargang, Martin Keller-Ressel, Pascal Mettes
2024	A*	`conf`	Emergence of heavy tails in homogenized stochastic gradient descent. NeurIPS Zhezhe Jiao, Martin Keller-Ressel
2024	J	`jnl`	Emergence of heavy tails in homogenized stochastic gradient descent. CoRR Zhe Jiao, Martin Keller-Ressel
2024	J	`jnl`	Hyperbolic Deep Learning in Computer Vision: A Survey. Int. J. Comput. Vis. Pascal Mettes, Mina Ghadimi Atigh, Martin Keller-Ressel, Jeffrey Gu, Serena Yeung
2023	J	`jnl`	Hyperbolic Deep Learning in Computer Vision: A Survey. CoRR Pascal Mettes, Mina Ghadimi Atigh, Martin Keller-Ressel, Jeffrey Gu, Serena Yeung
2022	J	`jnl`	Strain-Minimizing Hyperbolic Network Embeddings with Landmarks. CoRR Martin Keller-Ressel, Stephanie Nargang
2022	J	`jnl`	Strain-minimizing hyperbolic network embeddings with landmarks. J. Complex Networks Martin Keller-Ressel, Stephanie Nargang
2021	A*	`conf`	Hyperbolic Busemann Learning with Ideal Prototypes. NeurIPS Mina Ghadimi Atigh, Martin Keller-Ressel, Pascal Mettes
2021	J	`jnl`	Hyperbolic Busemann Learning with Ideal Prototypes. CoRR Mina Ghadimi Atigh, Martin Keller-Ressel, Pascal Mettes
2020	J	`jnl`	A Theory of Hyperbolic Prototype Learning. CoRR Martin Keller-Ressel
2020	J	`jnl`	Hydra: a method for strain-minimizing hyperbolic embedding of network- and distance-based data. J. Complex Networks Martin Keller-Ressel, Stephanie Nargang
2019	J	`jnl`	Hydra: A method for strain-minimizing hyperbolic embedding. CoRR Martin Keller-Ressel, Stephanie Nargang
2019	J	`jnl`	Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation. J. Appl. Probab. Paolo Di Tella, Martin Haubold, Martin Keller-Ressel
2018	J	`jnl`	Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models. Finance Stochastics Martin Keller-Ressel
2018	J	`jnl`	Implied Volatility in Strict Local Martingale Models. SIAM J. Financial Math. Antoine Jacquier, Martin Keller-Ressel
2014	J	`jnl`	Convex Order of Discrete, Continuous, and Predictable Quadratic Variation and Applications to Options on Variance. SIAM J. Financial Math. Claus Griessler, Martin Keller-Ressel
2013	J	`jnl`	Asymptotic and exact pricing of options on variance. Finance Stochastics Martin Keller-Ressel, Johannes Muhle-Karbe
2012	J	`jnl`	Polynomial processes and their applications to mathematical finance. Finance Stochastics Christa Cuchiero, Martin Keller-Ressel, Josef Teichmann
2008	J	`jnl`	Yield curve shapes and the asymptotic short rate distribution in affine one-factor models. Finance Stochastics Martin Keller-Ressel, Thomas Steiner