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Anastasia Borovykh
Anastasia Borovykh
Assistant Professor Imperial College London
Verified email at imperial.ac.uk - Homepage
Title
Cited by
Cited by
Year
Conditional time series forecasting with convolutional neural networks
A Borovykh, S Bohte, CW Oosterlee
Journal of Computational Finance 22 (4), 2017
828*2017
A neural network-based framework for financial model calibration
S Liu, A Borovykh, LA Grzelak, CW Oosterlee
Journal of Mathematics in Industry 9 (1), 9, 2019
1392019
Optimally weighted loss functions for solving pdes with neural networks
R van der Meer, C Oosterlee, A Borovykh
Journal of Computational and Applied Mathematics, 2020
1372020
Generalization in fully-connected neural networks for time series forecasting
A Borovykh, CW Oosterlee, SM Bohté
Journal of Computational Science 36, 101020, 2019
432019
Honest-but-curious nets: Sensitive attributes of private inputs can be secretly coded into the classifiers' outputs
M Malekzadeh, A Borovykh, D Gündüz
Proceedings of the 2021 ACM SIGSAC Conference on Computer and Communications …, 2021
412021
Layer-wise characterization of latent information leakage in federated learning
F Mo, A Borovykh, M Malekzadeh, H Haddadi, S Demetriou
Distributed and Private Machine Learning (DPML) Workshop ICLR, 2020
282020
A Gaussian Process perspective on Convolutional Neural Networks
A Borovykh
arXiv preprint arXiv:1810.10798, 2018
212018
Quantifying and Localizing Usable Information Leakage from Neural Network Gradients
F Mo, A Borovykh, M Malekzadeh, S Demetriou, D Gündüz, H Haddadi
arXiv preprint arXiv:2105.13929, 2022
20*2022
Efficient computation of various valuation adjustments under local Lévy models
A Borovykh, A Pascucci, CW Oosterlee
SIAM Journal on Financial Mathematics 9 (1), 251-273, 2018
202018
On stochastic mirror descent with interacting particles: convergence properties and variance reduction
A Borovykh, N Kantas, P Parpas, GA Pavliotis
Physica D: Nonlinear Phenomena 418, 132844, 2021
172021
Pricing Bermudan options under local Lévy models with default
A Borovykh, A Pascucci, CW Oosterlee
Journal of Mathematical Analysis and Applications 450 (2), 929-953, 2017
162017
On a neural network to extract implied information from American options
S Liu, Á Leitao, A Borovykh, CW Oosterlee
Applied Mathematical Finance 28 (5), 449-475, 2021
13*2021
Systemic risk in a mean-field model of interbank lending with self-exciting shocks
A Borovykh, A Pascucci, S La Rovere
IISE Transactions 50 (9), 806-819, 2018
122018
Leave-one-out distinguishability in machine learning
J Ye, A Borovykh, S Hayou, R Shokri
International Conference on Learning Representations (ICLR) 2024, 2024
82024
To interact or not? The convergence properties of interacting stochastic mirror descent
A Borovykh, N Kantas, P Parpas, GA Pavliotis
International Conference on Machine Learning (ICML) Workshop on ‘Beyond …, 2020
72020
Data-driven initialization of deep learning solvers for Hamilton-Jacobi-Bellman PDEs
A Borovykh, D Kalise, A Laignelet, P Parpas
25th International Symposium on Mathematical Theory of Networks and Systems …, 2022
52022
Stochastic Mirror Descent for Convex Optimization with Consensus Constraints
A Borovykh, N Kantas, P Parpas, GA Pavliotis
SIAM Journal on Applied Dynamical Systems, 2024
4*2024
Optimizing interacting Langevin dynamics using spectral gaps
A Borovykh, N Kantas, P Parpas, G Pavliotis
International Conference on Machine Learning (ICML) Workshop on “Beyond …, 2021
42021
CHAROT: Robustly controlling chaotic PDEs with partial observations
M Weissenbacher, A Borovykh, G Rigas
ICLR 2024 Workshop on AI4DifferentialEquations In Science, 2024
22024
Username Squatting on Online Social Networks: A Study on X
A Lepipas, A Borovykh, S Demetriou
19th ACM ASIA Conference on Computer and Communications Security (ACM AsiaCCS), 2024
22024
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