| 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 |
|---|---|---|---|
| Calculus | Core | 0 | 32 |
| Differential Equations | Compulsory | 0 | 12 |
| Mathematics 2 | Core | 0 | 16 |
| Statistics | 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.
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) |