Acciaio, Beatrice
- COT-GAN: Generating Sequential Data via Causal Optimal Transport
2020/06/15 by Tianlin Xu, Li Kevin Wenliang, Xu, Tianlin +5 · 16 citations
Computer Science · #FOS: Computer and information sciences #Gaussian Processes and Bayesian Inference #Generative Adversarial Networks and Image Synthesis #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Time Series Analysis and Forecasting
- A model-free version of the fundamental theorem of asset pricing and the\n super-replication theorem
2013/01/23 by Beatrice Acciaio, Mathias Beiglböck, Acciaio, Beatrice +5 · 5 citations
Economics, Econometrics and Finance · #60G42 #91G20 #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #General Finance (q-fin.GN) #Probability (math.PR) #Stochastic processes and financial applications
- Extended Mean Field Control Problems: stochastic maximum principle and\n transport perspective
2018/02/15 by Beatrice Acciaio, Julio Backhoff‐Veraguas, Acciaio, Beatrice +3 · 3 citations
Economics, Econometrics and Finance · Mathematics · #49K45 #60H15 #60H30 #60K35 #90C08 #93E20 #FOS: Mathematics #Gas Dynamics and Kinetic Theory #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
- Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization
2016/11/08 by Acciaio, Beatrice, Veraguas, Julio Backhoff, Zalashko, Anastasiia · 2 citations
#60G44 #90C08 #91G80 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
- Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformer
2022/01/31 by Acciaio, Beatrice, Kratsios, Anastasis, Pammer, Gudmund · 3 citations
#30L99 #41A65 #49Q22 #60G25 #60H35 #68T07 #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (cs.LG) #Metric Geometry (math.MG) #Neural and Evolutionary Computing (cs.NE) #Probability (math.PR)
- Dynamic risk measures
2010/02/19 by Acciaio, Beatrice, Penner, Irina · 1 citation
#60G35 #91B16 #91B30 #FOS: Economics and business #FOS: Mathematics #Probability (math.PR) #Risk Management (q-fin.RM)
- Convergence of Adapted Empirical Measures on ℝd
2022/11/18 by Beatrice Acciaio, Acciaio, Beatrice, Songyan Hou +1 · 2 citations
Mathematics · #49Q22 #60B10 #62G30 #FOS: Mathematics #Geometric Analysis and Curvature Flows #Markov Chains and Monte Carlo Methods #Point processes and geometric inequalities #Probability (math.PR)
- Cournot-Nash equilibrium and optimal transport in a dynamic setting
2020/02/20 by Acciaio, Beatrice, Backhoff-Veraguas, Julio, Jia, Junchao · 1 citation
#FOS: Economics and business #FOS: Mathematics #General Economics (econ.GN) #Optimization and Control (math.OC)
- Time-Causal VAE: Robust Financial Time Series Generator
2024/11/05 by Beatrice Acciaio, Stephan Eckstein, Acciaio, Beatrice +3 · 3 citations
Computer Science · Decision Sciences · #37M10 #68T07 #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Stock Market Forecasting Methods #Time Series Analysis and Forecasting
- Calibration of the Bass Local Volatility model
2023/11/24 by Beatrice Acciaio, Antonio Marini, Acciaio, Beatrice +3 · 2 citations
Economics, Econometrics and Finance · #Stochastic processes and financial applications #Economic theories and models #Financial Risk and Volatility Modeling
- Characterization of transport optimizers via graphs and applications to Stackelberg-Cournot-Nash equilibria
2023/06/06 by Acciaio, Beatrice, Neumann, Berenice Anne · 1 citation
#FOS: Mathematics #Optimization and Control (math.OC)
- Estimating causal distances with non-causal ones
2025/06/27 by Beatrice Acciaio, Acciaio, Beatrice, Gudmund Pammer +2 · 2 citations
Computer Science · Decision Sciences · Mathematics · #FOS: Mathematics #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic Gradient Optimization Techniques #Tensor decomposition and applications