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
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Recent publications
How Fast Do Signatures Learn? Statistical Theory and Applications for Path Regression
Horvath, B Su, W Wang, B Zhang, R (22 Aug 2026) doi:10.48550/arxiv.2607.17865 DYSANOS Generative Dynamic Smooth Arbitrage-free Non-parametric Option Surfaces
Buehler, H Horvath, B Kratsios, A (12 Aug 2026) doi:10.48550/arxiv.2608.12587 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) doi:10.1007/978-3-032-03914-9_10 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)