Filtered not Mixed: Stochastic Filtering-Based Online Gating for Mixture of Large Language Models
Saqur, R
Kratsios, A
Krach, F
Limmer, Y
Tian, J
Willes, J
Horvath, B
Rudzicz, F
(05 Jun 2024)
Scalable Signature-Based Distribution Regression via Reference Sets
Alden, A
Ventre, C
Horvath, B
(11 Oct 2024)
Signature Maximum Mean Discrepancy Two-Sample Statistical Tests
Alden, A
Horvath, B
Issa, Z
(02 Jun 2025)
Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling
Buehler, H
Horvath, B
Limmer, Y
Schmidt, T
(08 Jun 2025)
Short-time near-the-money skew in rough fractional volatility models
Bayer, C
Friz, P
Gulisashvili, A
Horvath, B
Stemper, B
Quantitative Finance
volume 19
issue 5
779-798
(04 May 2019)
Non-adversarial training of Neural SDEs with signature kernel scores
Issa, Z
Horvath, B
Lemercier, M
Salvi, C
Advances in Neural Information Processing Systems
volume 36
(01 Jan 2023)
Asymptotic behaviour of randomised fractional volatility models
Horvath, B
Jacquier, A
Lacombe, C
Journal of Applied Probability
volume 56
issue 2
496-523
(30 Jun 2019)
FILTERED NOT MIXED: FILTERING-BASED ONLINE GATING FOR MIXTURE OF LARGE LANGUAGE MODELS
Saqur, R
Kratsios, A
Krach, F
Limmer, Y
Tian, J
Willes, J
Horvath, B
Rudzicz, F
13th International Conference on Learning Representations Iclr 2025
31568-31601
(01 Jan 2025)
On the probability of hitting the boundary for Brownian motions on the SABR plane
Gulisashvili, A
Horvath, B
Jacquier, A
Electronic Communications in Probability
volume 21
issue none
(01 Jan 2016)
Dirichlet Forms and Finite Element Methods for the SABR Model
Horvath, B
Reichmann, O
SIAM Journal on Financial Mathematics
volume 9
issue 2
716-754
(31 Jan 2018)