Blanka Horvath

Publikationen pro Jahr

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2022
Model-Agnostic Pricing of Exotic Derivatives Using Signatures
Alden, A., Ventre, C., Horvath, B. & Lee, G., 2 Nov. 2022, Proceedings of the 3rd ACM International Conference on AI in Finance, ICAIF 2022. Association for Computing Machinery, Inc, S. 96-104 9 S. (Proceedings of the 3rd ACM International Conference on AI in Finance, ICAIF 2022).
Publikation: Beitrag in Buch/Bericht/Konferenzband › Konferenzbeitrag › Begutachtung
1 Zitat (Scopus)
2021
Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes
Salvi, C., Lemercier, M., Liu, C., Horvath, B., Damoulas, T. & Lyonsx, T., 2021, Advances in Neural Information Processing Systems 34 - 35th Conference on Neural Information Processing Systems, NeurIPS 2021. Ranzato, M., Beygelzimer, A., Dauphin, Y., Liang, P. S. & Wortman Vaughan, J. (Hrsg.). Neural information processing systems foundation, S. 16635-16647 13 S. (Advances in Neural Information Processing Systems; Band 20).
Publikation: Beitrag in Buch/Bericht/Konferenzband › Konferenzbeitrag › Begutachtung
13 Zitate (Scopus)

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