Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures
Issa, Z
Horvath, B
(06 Jul 2023)
Robust hedging GANs
Limmer, Y
Horvath, B
(05 Jul 2023)
"Don't it always seem to go, that you don't know what you got 'til it's gone."
Not every mathematical epiphany, the moment you decide you love maths, happens when you are young. In our second 'When did you know it was Maths' film, Kate Wenqi describes leaving maths for a career in finance, only to return when the stress was becoming too much.
Non-adversarial training of neural SDEs with signature kernel scores
Issa, Z
Horvath, B
Lemercier, M
Salvi, C
(23 May 2023)
Clustering market regimes using the Wasserstein distance
Horvath, B
Issa, Z
Muguruza, A
(25 Oct 2021)
Porous medium equation and cross-diffusion systems as limit of nonlocal interaction
Burger, M
Esposito, A
Nonlinear Analysis
volume 235
(16 Jul 2023)
The BBC Proms have recently started, nearly two months of music at the Royal Albert Hall in London, largely classical, but not exclusively. You can listen to it all on BBC Sounds.
Tonight's concert spotlights the Portuguese musical tradition of fado so here is Song of the Week's own piece of fado from one of the stars of the genre which can be traced back over two centuries (two centuries of melancholy and loss as is the fado tradition).
Lectures on Generalized Symmetries
Bhardwaj, L
Bottini, L
Fraser-Taliente, L
Gladden, L
Gould, D
Platschorre, A
Tillim, H
(14 Jul 2023)
http://arxiv.org/abs/2307.07547v2