List of Publications

See also Google Scholar for a list of publications.

Mathematics & Machine Learning

• Florian Krach and Josef Teichmann. Learning Chaotic Systems and Long-Term Predictions with Neural Jump ODEs. 2024. arXiv preprint. Code repo.
• Raeid Saqur, Anastasis Kratsios, Florian Krach, Yannick Limmer, Jacob-Junqi Tian, John Willes, Blanka Horvath and Frank Rudzicz. Filtered not Mixed: Stochastic Filtering-Based Online Gating for Mixture of Large Language Models. 2024. arXiv preprint.
• Florian Krach, Josef Teichmann, and Hanna Wutte. Robust Utility Optimization via a GAN Approach. 2024. arXiv preprint.
• Florian Krach, Andrea Macrina, Ashley Kanter, Eba Hampwaye, Siphokazi Hlalukana and Nchakha Ratelee. The Financial Impact of Carbon Emissions on Power Utilities Under Climate Scenarios. 2023. International Journal of Theoretical and Applied Finance (IJTAF) (2024). SSRN preprint.
• Xuwei Yang, Anastasis Kratsios, Florian Krach, Matheus Grasselli and Aurelien Lucchi. Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing. 2023. arXiv preprint. Talk by Matheus.
• William Andersson, Jakob Heiss, Florian Krach and Josef Teichmann. Extending Path-Dependent NJ-ODEs to Noisy Observations and a Dependent Observation Framework. 2023. Transactions on Machine Learning Research (TMLR) (2024). OpenReview. arXiv. Video-Presentation by Jakob. Code repo.
• Florian Krach, Marc Nübel and Josef Teichmann. Optimal Estimation of Generic Dynamics by Path-Dependent Neural Jump ODEs. 2022. arXiv preprint. Code repo.
• Calypso Herrera, Florian Krach, Pierre Ruyssen and Josef Teichmann. Optimal Stopping via Randomized Neural Networks. 2021. Frontiers of Mathematical Finance (FMF) (2023). arXiv.
• Calypso Herrera, Florian Krach and Josef Teichmann. Neural Jump Ordinary Differential Equations: Consistent Continuous-Time Prediction and Filtering. 2021. International Conference on Learning Representations (ICLR). OpenReview. arXiv. Short Video-Presentation.
• Calypso Herrera, Florian Krach and Josef Teichmann. Estimating Full Lipschitz Constants of Deep Neural Networks. 2020. arXiv preprint.
• Calypso Herrera, Florian Krach, Anastasis Kratsios, Pierre Ruyssen and Josef Teichmann. Denise: Deep Robust Principal Component Analysis for Positive Semidefinite Matrices. 2020. Transactions on Machine Learning Research (TMLR) (2023). OpenReview. arXiv.

Thesis

• Master Thesis: A Study of Generative Adversarial Networks. Under the supervision of Josef Teichmann at ETH Zurich, 2019. GitHub.

Medical Research

• Alina Ofenheimer, Marie-Kathrin Breyer, Emiel F.M. Wouters, Caspar Schiffers, Sylvia Hartl, Otto C. Burghuber, Florian Krach, David M. Maninno, Frits M.E. Franssen, Tobias Mraz, Patricia Puchhammer, Robab Breyer-Kohansal. The effect of body compartments on lung function in childhood and adolescence. Clinical Nutrition. 2023. Link to paper.
• Ofenheimer, Alina and Breyer-Kohansal, Robab and Hartl, Sylvia and Burghuber, Otto C. and Krach, Florian and Franssen, Frits M. E. and Wouters, Emiel F. M. and Breyer, Marie-Kathrin. Using Body Composition Groups to Identify Children and Adolescents at Risk of Dyslipidemia. Children. 2021. Link to paper.
• Ofenheimer, A., Breyer-Kohansal, R., Hartl, S. et al. Reference values of body composition parameters and visceral adipose tissue (VAT) by DXA in adults aged 18–81 years—results from the LEAD cohort. Eur J Clin Nutr. 2020. Link to paper. GitHub Repo.
• Ofenheimer, A., Breyer‐Kohansal R, Hartl S, Burghuber OC, Krach F, Schrott A, Franssen FME, Wouters EFM, Breyer MK. Reference charts for body composition parameters by dual‐energy X‐ray absorptiometry in European children and adolescents aged 6 to 18 years—Results from the Austrian LEAD (Lung, hEart , sociAl , boDy ) cohort. Pediatric Obesity. 2020. Link to paper. GitHub Repo.