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

PIVOT: bridging black-scholes implied-volatility and price objectives via differentiable Jäckel operator

Saqur, R Limmer, Y Kratsios, A Horvath, B Buehler, H (04 Jun 2026)

A Data-Driven Market Simulator for Small Data Environments

Bühler, H Horvath, B Lyons, T Perez Arribas, I Wood, B Stochastic Analysis and Applications 2025 273-310 (01 Apr 2026)

Seeking SOTA: Time-Series Forecasting Must Adopt Taxonomy-Specific Evaluation to Dispel Illusory Gains

Saqur, R Bergmeir, C Horvath, B Schmidt, D Rudzicz, F Lyons, T (16 Mar 2026)

SANOS: smooth strictly arbitrage-free non-parametric option surfaces

Buehler, H Horvath, B Kratsios, A Limmer, Y Saqur, R (16 Jan 2026)

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)