A hybrid quantum Wasserstein GAN with applications to option pricing
Fuchs, F
Horvath, B
(18 Jul 2023)
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)
DIGRAC: Digraph Clustering Based on Flow Imbalance
He, Y
Reinert, G
Cucuringu, M
Proceedings of Machine Learning Research
volume 198
(01 Jan 2022)
Porous medium equation and cross-diffusion systems as limit of nonlocal interaction
Burger, M
Esposito, A
Nonlinear Analysis
volume 235
(16 Jul 2023)