Julio D. Backhoff Veraguas

According to our database, Julio D. Backhoff Veraguas authored at least 9 papers between 2016 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of three.

2025

Stochastic gradient descent for barycenters in Wasserstein space.

Julio Backhoff, Joaquín Fontbona, Gonzalo Rios, Felipe Tobar

J. Appl. Probab., 2025

2023

The geometry of financial institutions - Wasserstein clustering of financial data.

Lorenz Riess, Mathias Beiglböck, Johannes Temme, Andreas Wolf, Julio Backhoff

CoRR, 2023

2022

Stochastic Control of Optimized Certainty Equivalents.

Julio D. Backhoff Veraguas, A. Max Reppen, Ludovic Tangpi

SIAM J. Financial Math., September, 2022

2021

Cournot-Nash Equilibrium and Optimal Transport in a Dynamic Setting.

Beatrice Acciaio, Julio D. Backhoff Veraguas, Junchao Jia

SIAM J. Control. Optim., 2021

2019

Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective.

Beatrice Acciaio, Julio D. Backhoff Veraguas, René Carmona

SIAM J. Control. Optim., 2019

2018

Bayesian Learning with Wasserstein Barycenters.

Gonzalo Rios, Julio D. Backhoff Veraguas, Joaquín Fontbona, Felipe A. Tobar

CoRR, 2018

2017

Causal Transport in Discrete Time and Applications.

Julio Backhoff, Mathias Beiglböck, Yiqing Lin, Anastasiia Zalashko

SIAM J. Optim., 2017

2016

Robust Utility Maximization without Model Compactness.

Julio D. Backhoff Veraguas, Joaquín Fontbona

SIAM J. Financial Math., 2016

Conditional Analysis and a Principal-Agent Problem.

Julio Backhoff, Ulrich Horst

SIAM J. Financial Math., 2016