Prof. Blanka Nora Horvath

Status

Academic Faculty

Research groups

Mathematical and Computational Finance

Address

Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG

Recent publications

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)

Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling

Buehler, H Horvath, B Limmer, Y Schmidt, T (08 Jun 2025)

Signature Maximum Mean Discrepancy Two-Sample Statistical Tests

Alden, A Horvath, B Issa, Z (02 Jun 2025)

Robust Hedging GANs: Towards Automated Robustification of Hedging Strategies

Limmer, Y Horvath, B Applied Mathematical Finance volume ahead-of-print issue ahead-of-print 1-38 (22 Jan 2025)

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)