Estimation and simulation of fractional Ornstein-Uhlenbeck processes, using deep neural networks

There is now a great deal of interest in parameter estimation of Ornstein-Uhlenbeck processes in finance because of its modelling capability (see e.g. [1]). That is why we investigated prediction of the unknown parameters with neural networks in the hope that we will obtain more accurate estimators than the ones […]

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Mathematics Expert in Data Analytics and Machine Learning

A new program has started for graduates at Eötvös Loránd University: This program is for those, who want to be among the winners of the socio-economic transformations generated by artificial intelligence. It is well-known than those can make the most of the possibilities offered by artificial intelligence who well understand […]

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Neural networks for boundary value problems

We report here a promising approach to use neural networks for the efficient numerical solution of boundary value problems. According to the theory of boundary integral equations and the so-called method of fundamental solutions, the principal concept is to approximate the solution by a linear combination of fundamental solutions.Neural networks […]

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GENEO and Explainable Machine Learning applied to protein pocket detection

This post deals with some new geometrical techniques for explainable machine learning, called GENEOs [1], that we are applying in a research group working at University of Milan and University of Bologna, to problems of drug design and molecular docking. The research is developed in collaboration with Dompé, an Italian […]

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Building research capacity and interface to applications in Mathematics in the Eastern Africa region

A minisymposium of this subject matter was organized at ECMI2021. A longer article by the 6 speakers is being prepared, this is an introduction and extended abstract. There are good reasons for increasing collaboration between ECMI and Africa. Apart from a few locations industrial mathematics in Africa is rare and […]

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Shape analysis with applications

Shapes exist everywhere: in arts, science, and engineering; in everyday life, during day and night. Our research group, consisting of PhD students Erik Jansson and Carl-Joar Karlsson supervised by Prof. Klas Modin, studies shapes as mathematical objects.  That is, we investigate how shapes can be described and what is possible with […]

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ECMI2021: Mathematical Innovations for Mastering the COVID-19 Pandemic

At the ECMI2021 conference, we had two other mini-symposia that specifically addressed the issue of COVID-19. Due to the great public interest, we also provide recordings here that are published on the ECMI Youtube channel. MS14: Modelling and Optimization in Epidemiology (Karunia Putra Wijaya) MS15: Mathematical Innovations for Mastering the […]

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ECMI2021: Modelling COVID-19 Transmission in Indoor Spaces

ECMI2021 is now just over and it’s time to remind ourselves of a few highlights. The mini-symposium by Katerina Kaouri (Cardiff University) and Ian Griffiths (University of Oxford) on “Modelling COVID-19 Transmission in Indoor Spaces” can now be viewed on the ECMI YouTube channel: Dimitris Drikakis, “Present and Future of […]

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