Wiese, Magnus

1. Sig-Wasserstein GANs for Time Series Generation
   2021/11/01 by Ni, Hao, Szpruch, Lukasz, Sabate-Vidales, Marc +3 · 15 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 Shujian Liao, Liao, Shujian, Hao Ni +8 · 9 citations
   Computer Science · #Explainable Artificial Intelligence (XAI) #FOS: Computer and information sciences #Generative Adversarial Networks and Image Synthesis #Image and Signal Denoising Methods #Machine Learning (cs.LG) #Machine Learning (stat.ML)
3. Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions
   2022/07/15 by Phillip Murray, Murray, Phillip, Ben Wood +7 · 1 voice · 4 citations
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Financial Markets and Investment Strategies #Machine Learning (stat.ML) #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stochastic processes and financial applications #q-fin.CP #q-fin.RM #stat.ML
4. Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals
   2023/08/29 by Owen Futter, Blanka Horvath, Futter, Owen +3 · 5 citations
   Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Risk Management (q-fin.RM) #Stock Market Forecasting Methods
5. Copula & Marginal Flows: Disentangling the Marginal from its Joint
   2019/07/07 by Magnus Wiese, Wiese, Magnus, Robert Knobloch +3 · 1 citation
   Computer Science · Physics and Astronomy · #Computational Physics and Python Applications #FOS: Computer and information sciences #Generative Adversarial Networks and Image Synthesis #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Model Reduction and Neural Networks