List of publications

See also Google Scholar for a list of publications.

Mathematics

• Florian Krach, Andrea Macrina, Ashley Kanter, Eba Hampwaye, Siphokazi Hlalukana and Nchakha Ratelee. The Financial Impact of Carbon Emissions on Power Utilities Under Climate Scenarios. 2023. SSRN preprint.

• Xuwei Yang, Anastasis Kratsios, Florian Krach, Matheus Grasselli and Aurelien Lucchi. Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing. 2023. arXiv preprint. Talk by Metheus.

• William Andersson, Jakob Heiss, Florian Krach and Josef Teichmann. Extending Path-Dependent NJ-ODEs to Noisy Observations and a Dependent Observation Framework. 2023. arXiv preprint.

• Florian Krach, Marc Nübel and Josef Teichmann. Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs. 2022. arXiv preprint.

• Calypso Herrera, Florian Krach, Pierre Ruyssen and Josef Teichmann. Optimal Stopping via Randomized Neural Networks. 2021. Accepted for publication in Frontiers of Mathematical Finance (FMF). arXiv preprint.

• Calypso Herrera, Florian Krach and Josef Teichmann. Neural Jump Ordinary Differential Equations: Consistent Continuous-Time Prediction and Filtering. 2021. International Conference on Learning Representations (ICLR). OpenReview. arXiv.

• Calypso Herrera, Florian Krach and Josef Teichmann. Estimating Full Lipschitz Constants of Deep Neural Networks. 2020. arXiv preprint.

• Calypso Herrera, Florian Krach, Anastasis Kratsios, Pierre Ruyssen and Josef Teichmann. Denise: Deep Robust Principal Component Analysis for Positive Semidefinite Matrices. 2020. Transactions on Machine Learning Research (TMLR) (2023). OpenReview. arXiv.

Thesis

• Master Thesis: A Study of Generative Adversarial Networks, under the supervision of Josef Teichmann at ETH Zurich, 2019.

Medical Research

• Ofenheimer, Alina and Breyer-Kohansal, Robab and Hartl, Sylvia and Burghuber, Otto C. and Krach, Florian and Franssen, Frits M. E. and Wouters, Emiel F. M. and Breyer, Marie-Kathrin. Using Body Composition Groups to Identify Children and Adolescents at Risk of Dyslipidemia. Children. 2021. Link to paper.

• Ofenheimer, A., Breyer-Kohansal, R., Hartl, S. et al. Reference values of body composition parameters and visceral adipose tissue (VAT) by DXA in adults aged 18–81 years—results from the LEAD cohort. Eur J Clin Nutr. 2020. Link to paper. Link to github repo.

• Ofenheimer, A., Breyer‐Kohansal R, Hartl S, Burghuber OC, Krach F, Schrott A, Franssen FME, Wouters EFM, Breyer MK. Reference charts for body composition parameters by dual‐energy X‐ray absorptiometry in European children and adolescents aged 6 to 18 years—Results from the Austrian LEAD (Lung, hEart , sociAl , boDy ) cohort. Pediatric Obesity. 2020. Link to paper. Link to github repo.