Michelle Muniz

According to our database¹, Michelle Muniz authored at least 4 papers between 2021 and 2022.

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2022

Rating Triggers for Collateral-Inclusive XVA via Machine Learning and SDEs on Lie Groups.

[BibT_eX]

[DOI]

CoRR, 2022

A novel approach to rating transition modelling via Machine Learning and SDEs on Lie groups.

[BibT_eX]

[DOI]

CoRR, 2022

2021

Geometric integration on Lie groups using the Cayley transform with focus on Lattice QCD.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2021

Higher Strong Order Methods for Itô SDEs on Matrix Lie Groups.

[BibT_eX]

[DOI]

CoRR, 2021