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Author

Ralph Rudd

Observed names: R. Rudd, Rudd, Ralph
ORCID: 0000-0002-7782-7941
Observed ORCID: 0000-0002-7782-7941
OpenAlex ID: A5008877452
Recursive marginal quantization of higher-order schemes
2018 · T. A. McWalter, R. Rudd, et al. · Quantitative Finance · 17
Numerical Model for Underground Hydrogen Storage in Cased Boreholes
2023 · Antoine Bachand, Bernard Doyon, et al. · Atlantis highlights in engineering/Atlantis Highlights in Engineering · 5
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Dynamic initial margin estimation based on quantiles of Johnson distributions
2022 · Thomas A, McWalter, Jörg Kienitz, et al. · The Journal of Credit Risk · 5
Recursive Marginal Quantization of Higher-Order Schemes
2017 · Thomas McWalter, Ralph Rudd, et al. · SSRN Electronic Journal · 5
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Quantifying the Model Risk Inherent in the Calibration and Recalibration of Option Pricing Models
2021 · Yu Feng, Ralph Rudd, et al. · Risks · 4
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Fast Quantization of Stochastic Volatility Models
2017 · Ralph Rudd, Thomas A McWalter, et al. · SSRN Electronic Journal · 4
Appendix: Recursive Marginal Quantization of Higher-Order Schemes
2017 · Thomas McWalter, Ralph Rudd, et al. · SSRN Electronic Journal · 4
Recursive marginal quantization: extensions and applications in finance
2018 · Ralph Rudd · Open University of Cape Town (University of Cape Town) · 2
Inverted Transformers Interpretability Beyond Attention Visualization
2025 · Hugo Cazaux, Ralph Rudd, et al. · International Joint Conference on Neural Networks (IJCNN) · 1
Correlation Study between Returns and ESG Ratings
2024 · Hugo Cazaux, Ralph Rudd, et al. · The Journal of Impact and ESG Investing · 1
Throwing away a billion yuan, real or rand: the cost of sub-optimal hedging in high interest-rate environments
2022 · Alex Backwell, Ralph Rudd · Applied Economics · 1
Robust product Markovian quantization
2022 · Ralph Rudd, Thomas McWalter, et al. · The Journal of Computational Finance · 1
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Quantization Methods for Stochastic Differential Equations
2022 · J. Kienitz, T. A. McWalter, et al. · Mathematics in industry · 1
Quantization Under the Real-world Measure: Fast and Accurate Valuation of Long-dated Contracts
2018 · Ralph Rudd, Thomas McWalter, et al. · SSRN Electronic Journal · 1
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Fast Quantization of Stochastic Volatility Models
2017 · Rudd, Ralph, McWalter, Thomas A., et al. · RePEc: Research Papers in Economics · 1
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Fine-tuning Timeseries Predictors Using Reinforcement Learning
2026 · Cazaux, Hugo, Rudd, Ralph, et al. · arXiv (Cornell University)
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Centralized Multi-Agent Proximal Policy Optimization with Attention
2024 · Hugo Cazaux, Ralph Rudd, et al. · International Conference on Machine Learning and Applications
Does a master's program in engineering require a final project?
2022 · Audunsson, Haraldur, Rouvrais, Siegfried, et al. · HAL
Optimal tree methods
2014 · Ralph Rudd · Open University of Cape Town (University of Cape Town)
Works count: 19
Citation count: 53
H-index: 4
I10-index: 1
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