| 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 |
This section shows the teaching given in degrees, masters and other officers studies in last 6 years.
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
| Fundamentals of Mathematics | Core | 0 | 15 |
| Mathematical Basics for Building | Core | 0 | 30 |
| Mathematics 2 | Core | 0 | 15 |
| Subject and involved studies | Type | Distance hours | Total hours |
|---|---|---|---|
|
Calculus
Degree in Computer Engineering
Degree in Computer Engineering
|
Core | 0 | 32 |
|
Differential Equations
Degree in Nanoscience and Nanotechnology
|
Compulsory | 0 | 12 |
|
Mathematics 2
Degree in Chemistry by the University of A Coruña
|
Core | 0 | 16 |
|
Statistics
Engineering Degree in Industrial Design and Product Development
|
Compulsory | 0 | 26 |
No available EOG works or final master thesis directed by current teacher since 2013 year.
Select merit type and year to query research merits.
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 |
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) |