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Dive into the research topics where Blanka Horvath is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Clustering market regimes using the Wasserstein distance
Horvath, B., Issa, Z. & Muguruza, A., Jun 2024, In: Journal of Computational Finance. 28, 1, p. 1-39 39 p.Research output: Contribution to journal › Article › peer-review
Open Access2 Scopus citations -
Functional central limit theorems for rough volatility
Horvath, B., Jacquier, A., Muguruza, A. & Søjmark, A., Jul 2024, In: Finance and Stochastics. 28, 3, p. 615-661 47 p.Research output: Contribution to journal › Article › peer-review
Open Access4 Scopus citations -
Robust Hedging GANs: Towards Automated Robustification of Hedging Strategies
Limmer, Y. & Horvath, B., 2024, In: Applied Mathematical Finance. 31, 3, p. 164-201 38 p.Research output: Contribution to journal › Article › peer-review
Open Access1 Scopus citations -
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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Non-adversarial training of Neural SDEs with signature kernel scores
Issa, Z., Horvath, B., Lemercier, M. & Salvi, C., 2023, Advances in Neural Information Processing Systems 36 - 37th Conference on Neural Information Processing Systems, NeurIPS 2023. Oh, A., Neumann, T., Globerson, A., Saenko, K., Hardt, M. & Levine, S. (eds.). Neural information processing systems foundation, (Advances in Neural Information Processing Systems; vol. 36).Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
11 Scopus citations