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Goncalo dos Reis

AuthID: R-000-JPV

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Confirmed Publications: 49

21

TITLE: Simulation of McKean-Vlasov SDEs with super-linear growth Full Text
AUTHORS: dos Reis, G ; Engelhardt, S; Smith, G;
PUBLISHED: 2022, SOURCE: IMA JOURNAL OF NUMERICAL ANALYSIS, VOLUME: 42, ISSUE: 1

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Scopus

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22

TITLE: An Introduction to Machine Learning in Quantitative Finance. by Hao Ni, Xin Dong, Jinsong Zheng and Guangxi Yu, World Scientific Europe Ltd (2021). E-Book. ISBN 9781786349644. Full Text
AUTHORS: Gonçalo dos Reis ; Calum Strange;
PUBLISHED: 2021, SOURCE: Quantitative Finance, VOLUME: 21, ISSUE: 12

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23

TITLE: Elbows of Internal Resistance Rise Curves in Li-Ion Cells Full Text
AUTHORS: Strange, C; Li, S; Gilchrist, R; dos Reis, G ;
PUBLISHED: 2021, SOURCE: ENERGIES, VOLUME: 14, ISSUE: 4

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Scopus

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24

TITLE: Forward Utilities and Mean-Field Games Under Relative Performance Concerns
AUTHORS: Gonçalo dos Reis ; Vadim Platonov;
PUBLISHED: 2021, SOURCE: Springer Proceedings in Mathematics and Statistics, VOLUME: 352

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Scopus

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25

TITLE: Lithium-ion battery data and where to find it
AUTHORS: Gonçalo dos Reis ; Calum Strange; Mohit Yadav; Shawn Li;
PUBLISHED: 2021, SOURCE: Energy and AI, VOLUME: 5

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26

TITLE: Prediction of future capacity and internal resistance of Li-ion cells from one cycle of input data
AUTHORS: Strange, C; dos Reis, G ;
PUBLISHED: 2021, SOURCE: Energy and AI, VOLUME: 5

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27

TITLE: Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations Full Text
AUTHORS: dos Reis, G ; Pfeuffer, M; Smith, G;
PUBLISHED: 2020, SOURCE: Quantitative Finance, VOLUME: 20, ISSUE: 7

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28

TITLE: Frontiers in Stochastic Analysis-BSDEs, SPDEs and Their Applications. Edinburgh, July 2017 Selected, Revised and Extended Contributions
AUTHORS: Samuel N Cohen; István Gyöngy; Gonҫalo dos Reis ; David Siska; Łukasz Szpruch;
PUBLISHED: 2020

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29

TITLE: Identification and machine learning prediction of knee-point and knee-onset in capacity degradation curves of lithium-ion cells
AUTHORS: Paula Fermín-Cueto; Euan McTurk; Michael Allerhand; Encarni Medina-Lopez; Miguel F Anjos; Joel Sylvester; Gonçalo dos Reis ;
PUBLISHED: 2020, SOURCE: Energy and AI, VOLUME: 1

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30

TITLE: The Skorokhod embedding problem for inhomogeneous diffusions
AUTHORS: Stefan Ankirchner; Stefan Engelhardt; Alexander Fromm; Goncalo dos Reis ;
PUBLISHED: 2020, SOURCE: ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, VOLUME: 56, ISSUE: 3

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