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Author

Anastasis Kratsios

2 papers indexed here

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Jul 2026

NeuralChaos: Optimal Adapted Approximation of Square Integrable Predictable Processes

NeuralChaos -- a neural operator architecture that produces elements of $\mathcal{H}^2_T(\mathbb{R}^{d})$ using only finitely many evaluations of the driving Brownian motion, while preserving predictability and square-integrability is introduced.

Anastasis Kratsios, Giulia Livieri, Philipp Schmocker · 1 citation

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