Research
Preprints
- PerCo (SD): Open Perceptual Compression.
(with Nikolai Körber, Andreas Siebert, Sascha Hauke, Daniel Müller-Gritschneder and Björn Schuller ), arXiv:2409.20255, GitHub, accepted at Machine Learning and Compression Workshop @NeurIPS 2024, Vancouver
Published
- EGIC: Enhanced low-bit-rate generative image compression guided by semantic segmentation.
(with Nikolai Körber, Andreas Siebert, Sascha Hauke, Daniel Müller-Gritschneder and Björn Schuller ), arXiv:2309.03244, GitHub, Project Page, DOI, European Conference on Computer Vision (ECCV2024), September 2024.
- Dynamic systemic risk measures for bounded discrete time processes.
(with Ludger Overbeck and Katrin Zilch )
Mathematical Methods of Operations Research, March 2019, 1-32. (pdf)
- Path-dependent BSDEs with jumps and their connection to PPIDEs.
(with Ludger Overbeck and Jasmin Röder)
Stochastics and Dynamics, Vol. 17, No. 5, 2017. (pdf)
- Differentiability of BSVIEs and dynamic capital allocations.
(with Ludger Overbeck )
International Journal of Theoretical and Applied Finance 20(7), 2017, 1-26. (pdf)
- Systemic risk measures on general measurable spaces.
(with Ludger Overbeck and Katrin Zilch )
Mathematical Methods of Operations Research, 1-35, May 2016. (SharedIt)
- A note on optimal risk sharing on \(L^p\)-spaces.
(with Ludger Overbeck )
Operations Research Letters 44(2), 2016, 202-207. (pdf)
- Feynman Kac for functional jump diffusions with an application to credit value adjustment.
(with Ludger Overbeck and Jasmin Röder )
Statistics & Probability Letters 105, 2015, 120-129. (pdf)
- Representation of BSDE-based dynamic risk measures and dynamic capital allocations.
(with Ludger Overbeck )
International Journal of Theoretical and Applied Finance 17(5), 2014. (pdf)
- Suitability of capital allocations for performance measurement.
(with Ludger Overbeck )
The Journal of Risk 16(6), 2014, 31-58. (pdf)
- Reward-risk ratios.
(with Patrick Cheridito )
The Journal of Investment Strategies 3(1), 2013, 1-16. (pdf)
- Ordered contribution allocations: theoretical properties and applications.
(with Patrick Cheridito )
The Journal of Risk 14(1), 2011, 123-135. (pdf)