Artificial Intelligence Graduate School, Chung-Ang University, Korea; School of Computer Science and Engineering, Chung-Ang University, Korea; School of Computer Science and Engineering, Chung-Ang University, Korea; Artificial Intelligence Graduate School, Chung-Ang University, Korea
Sung Woo Park, Kyungjae Lee, Junseok Kwon
controlled stochastic differential equation;time-series prediction
Neural Markov Controlled SDE: Stochastic Optimization for Continuous-Time Data