Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures
Horvath, B
Issa, Z
doi:10.2139/ssrn.4493344
Lecture Notes Learning to Trade III: Deep Hedging with Impact, Deep Bellman Hedging, Open Research Questions
Buehler, H
Horvath, B
(01 Jan 2022)
doi:10.2139/ssrn.4151043
Mathematical Modeling and Computation in Finance: With Exercises and Python and Matlab Computer Codes
Gnoatto, A
Horvath, B
Quantitative Finance
volume 22
issue 11
1971-1972
(02 Nov 2022)
doi:10.1080/14697688.2022.2117641
Transformers Can Solve Non-Linear and Non-Markovian Filtering Problems in Continuous Time For Conditionally Gaussian Signals
Horvath, B
Kratsios, A
Limmer, Y
Yang, X
(14 Jul 2025)
doi:10.48550/arxiv.2310.19603
Higher-order transformer derivative estimates for explicit pathwise learning guarantees
Limmer, Y
Kratsios, A
Yang, X
Saqur, R
Horvath, B
(26 May 2024)
doi:10.48550/arxiv.2405.16563
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)
doi:10.48550/arxiv.2406.02969
Scalable Signature-Based Distribution Regression via Reference Sets
Alden, A
Ventre, C
Horvath, B
(11 Oct 2024)
doi:10.48550/arxiv.2410.09196
Signature Maximum Mean Discrepancy Two-Sample Statistical Tests
Alden, A
Horvath, B
Issa, Z
(02 Jun 2025)
doi:10.48550/arxiv.2506.01718
Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling
Buehler, H
Horvath, B
Limmer, Y
Schmidt, T
(08 Jun 2025)
doi:10.48550/arxiv.2506.07299
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)
doi:10.1080/14697688.2018.1529420