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
Non-adversarial training of Neural SDEs with signature kernel scores
Horvath, B
Issa, Z
Lemercier, M
Salvi, C
11102-11126
(01 Jan 2023)
doi:10.52202/075280-0490
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
Non-adversarial training of Neural SDEs with signature kernel scores
Horvath, B
Issa, Z
Lemercier, M
Salvi, C
11102-11126
(01 Jan 2023)
doi:10.52202/075280-0490
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)
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)
doi:10.1017/jpr.2019.27