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
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 0 32
Differential Equations 0 12
Mathematics 2 0 16
Statistics 0 26

EOG works and final master thesis directed

No available EOG works or final master thesis directed by current teacher since 2013 year.

Research results

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)