Blanka Horvath

Prof. Dr.

20162024

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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, p. 96-104 9 p. (Proceedings of the 3rd ACM International Conference on AI in Finance, ICAIF 2022).

    Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

  • 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. (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 proceedingConference contributionpeer-review

    4 Scopus citations