Research output per year
Research output per year
Search results
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2023
Golden jubilee for an iconic financial formula
Horvath, B. N., 8 Jun 2023, In: Nature. 618, 7964, p. 243-245 3 p.Research output: Contribution to journal › Comment/debate
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2021
Deep hedging under rough volatility
Horvath, B., Teichmann, J. & Žurič, Ž., 2021, In: Risks. 9, 7, 138.Research output: Contribution to journal › Article › peer-review
Open Access17 Scopus citations -
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. (eds.). Neural information processing systems foundation, p. 16635-16647 13 p. (Advances in Neural Information Processing Systems; vol. 20).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
8 Scopus citations