Joel Pérez Villarino  

Contratado predoutoral (PC-PD)

Department Mathematics
Knowledgment area Applied Mathematics
Research  Research group Modelos y métodos numéricos en ingeniería y ciencias aplicadas
Research lines No data available from Curriculum Management System at UDC. (SUXI).
Contacto UDC directory

Teaching

Subjects taught

This section shows the teaching given in degrees, masters and other officers studies in last 6 years.

Subject and involved studies Distance hours Total hours
Calculus
Degree in Computer Engineering
0 40
Numerical and Statistical Methods
Degree in Nanoscience and Nanotechnology
0 20
Subject and involved studies Distance hours Total hours
Fundamentals of Mathematics
Degree in Nanoscience and Nanotechnology
0 15
Mathematical Basics for Building
Degree in Technical Architecture
0 30
Mathematics 2
Degree in Chemistry by the University of A Coruña
0 15
Subject and involved studies Distance hours Total hours
Calculus
Degree in Computer Engineering
Degree in Computer Engineering
0 32
Differential Equations
Degree in Nanoscience and Nanotechnology
0 12
Mathematics 2
Degree in Chemistry by the University of A Coruña
0 16
Statistics
Engineering Degree in Industrial Design and Product Development
0 26

EOG works and final master thesis directed

Directed or codirected by current teacher since 2013 year.

Research results

Select merit type and year to query research merits.

On deep learning for computing the dynamic initial margin and margin value adjustment

Authors Joel P. Villarino, Álvaro Leitao
Journal Applied Mathematics and Computation Vol. 510
DOI https://doi.org/10.1016/j.amc.2025.129679

Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk

Authors Joel P. Villarino, Álvaro Leitao, Jose Antonio García-Rodríguez
Journal Journal of Computational and Applied Mathematics Vol. 425
DOI https://doi.org/10.1016/j.cam.2022.115041

New treatment of the boundary conditions in Deep-Galerkin/PINNs methods: application to high dimensional non-linear parabolic PDEs
ECCOMAS CONGRESS 2024 9th European Congress on Computational Methods in Applied Sciences and Engineering
International

Authors J.A. García-Rodríguez, Álvaro Leitao Rodríguez, Joel P. Villarino
Organization European Community on Computational Methods in Applied Sciences (ECCOMAS)
Place Lisboa (Portugal)

Imposition of boundary conditions for PINNs in high-dimensional nonlinear parabolic PDEs and applications
XXVIII Congreso de Ecuaciones Diferenciales y Aplicaciones / XVIII Congreso de Matemática Aplicada (XXVIII CEDYA / XVIII CMA)
National

Authors Jose Antonio García-Rodríguez, Álvaro Leitao, Joel P. Villarino
Organization UNIVERSIDAD DEL PAÍS VASCO
Place Bilbao (España)

PINNs for pricing European options considering counterparty Risk. Minisymposia on Neural Networks enhancing Computations in Finance
IV International Conference on computational Finance (ICCF 2022).
International

Authors J. Pérez Villarino, Álvaro Leitao Rodríguez, Jose Antonio García-Rodríguez
Organization BERGISCHE UNIVERSITAET WUPPERTAL
Place Wuppertal (Alemania)

Physics-informed neural networks for pricing European options considering counterparty risk
XoveTIC 2022
International

Authors J. Pérez Villarino, Álvaro Leitao Rodríguez, Jose Antonio García-Rodríguez
Organization Centro de Investigación en Tecnoloxías da Información e as Comunicacións (CITIC)
Place Coruña, A (España)

Deep-learning based method for computing initial margin
XoveTic 2021
International

Authors Álvaro Leitao Rodríguez, J. Pérez Villarino
Organization Centro de Investigación en Tecnoloxías da Información e as Comunicacións (CITIC)
Place Coruña, A (España)