Prof. Blanka Nora Horvath

Status

Academic Faculty

Research groups

Address

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

Recent publications

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)

Golden jubilee for an iconic financial formula

Horvath, B Nature volume 618 issue 7964 243-245 (05 Jun 2023)

Non-adversarial training of neural SDEs with signature kernel scores

Issa, Z Horvath, B Lemercier, M Salvi, C (23 May 2023)