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Anastasia Borovykh
Anastasia Borovykh
Assistant Professor Imperial College London
Verified email at imperial.ac.uk - Homepage
Title
Cited by
Cited by
Year
Conditional time series forecasting with convolutional neural networks
A Borovykh, S Bohte, CW Oosterlee
Journal of Computational Finance 22 (4), 2017
489*2017
A neural network-based framework for financial model calibration
S Liu, A Borovykh, LA Grzelak, CW Oosterlee
Journal of Mathematics in Industry 9 (1), 1-28, 2019
682019
Optimally weighted loss functions for solving pdes with neural networks
R van der Meer, C Oosterlee, A Borovykh
Journal of Computational and Applied Mathematics, 2020
492020
Generalization in fully-connected neural networks for time series forecasting
A Borovykh, CW Oosterlee, SM Bohté
Journal of Computational Science 36, 101020, 2019
242019
Quantifying and Localizing Usable Information Leakage from Neural Network Gradients
F Mo, A Borovykh, M Malekzadeh, S Demetriou, D Gündüz, H Haddadi
arXiv preprint arXiv:2105.13929, 2022
19*2022
On stochastic mirror descent with interacting particles: convergence properties and variance reduction
A Borovykh, N Kantas, P Parpas, GA Pavliotis
Physica D: Nonlinear Phenomena 418, 132844, 2021
16*2021
A Gaussian Process perspective on Convolutional Neural Networks
A Borovykh
arXiv preprint arXiv:1810.10798, 2018
152018
Efficient computation of various valuation adjustments under local Lévy models
A Borovykh, A Pascucci, CW Oosterlee
SIAM Journal on Financial Mathematics 9 (1), 251-273, 2018
132018
Honest-but-Curious Nets: Sensitive Attributes of Private Inputs Can Be Secretly Coded into the Classifiers' Outputs
M Malekzadeh, A Borovykh, D Gündüz
Proceedings of the 2021 ACM SIGSAC Conference on Computer and Communications …, 2021
122021
Pricing Bermudan options under local Lévy models with default
A Borovykh, A Pascucci, CW Oosterlee
Journal of Mathematical Analysis and Applications 450 (2), 929-953, 2017
112017
Systemic risk in a mean-field model of interbank lending with self-exciting shocks
A Borovykh, A Pascucci, S La Rovere
IISE Transactions 50 (9), 806-819, 2018
82018
Stochastic Mirror Descent for Convex Optimization with Consensus Constraints
A Borovykh, N Kantas, P Parpas, GA Pavliotis
arXiv preprint arXiv:2201.08642, 2022
3*2022
On a Neural Network to Extract Implied Information from American Options
S Liu, Á Leitao, A Borovykh, CW Oosterlee
Applied Mathematical Finance 28 (5), 449-475, 2021
3*2021
The effects of optimization on generalization in infinitely wide neural networks
A Borovykh
International Conference on Machine Learning (ICML) Workshop on …, 2019
22019
Optimizing interacting Langevin dynamics using spectral gaps
A Borovykh, N Kantas, P Parpas, G Pavliotis
International Conference on Machine Learning (ICML) Workshop on “Beyond …, 2021
12021
Implications of collateral agreements for derivative pricing
A Borovykh, MJ Boes
Working paper, 2014
12014
Efficient regression with deep neural networks: how many datapoints do we need?
D Lengyel, A Borovykh
Has it Trained Yet? NeurIPS 2022 Workshop, 2022
2022
Data-driven initialization of deep learning solvers for Hamilton-Jacobi-Bellman PDEs
A Borovykh, D Kalise, A Laignelet, P Parpas
25th International Symposium on Mathematical Theory of Networks and Systems …, 2022
2022
Accurate river level predictions using a Wavenet-like model
S Doyle, A Borovykh
NeurIPS Workshop on Climate Change AI, 2020
2020
Analytic expressions for the output evolution of a deep neural network
A Borovykh
arXiv preprint arXiv:1912.08526, 2019
2019
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Articles 1–20