Sabate-Vidales, Marc

1. Sig-Wasserstein GANs for Time Series Generation
   2021/11/01 by Ni, Hao, Szpruch, Lukasz, Sabate-Vidales, Marc +3 · 10 citations
   #60L10 #FOS: Computer and information sciences #G.3 #I.6 #Machine Learning (cs.LG)
2. Conditional Sig-Wasserstein GANs for Time Series Generation
   2020/06/09 by Liao, Shujian, Ni, Hao, Szpruch, Lukasz +3 · 5 citations
   #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML)
3. Robust pricing and hedging via neural SDEs
   2020/07/08 by Gierjatowicz, Patryk, Sabate-Vidales, Marc, Šiška, David +2 · 3 citations
   #60H30 #60H35 #65C30 #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Mathematical Finance (q-fin.MF)
4. Solving path dependent PDEs with LSTM networks and path signatures
   2020/11/20 by Sabate-Vidales, Marc, Šiška, David, Szpruch, Lukasz · 1 citation
   #Computational Finance (q-fin.CP) #FOS: Economics and business