Beatrice Acciaio

1. 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
2. A model-free version of the fundamental theorem of asset pricing and the\n super-replication theorem
   2013/01/23 by Beatrice Acciaio, Acciaio, Beatrice, Mathias Beiglböck +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
3. Causal optimal transport and its links to enlargement of filtrations and\n continuous-time stochastic optimization
   2016/11/08 by Beatrice Acciaio, Acciaio, Beatrice, Julio Backhoff‐Veraguas +3 · 4 citations
   Decision Sciences · Economics, Econometrics and Finance · #60G44 #90C08 #91G80 #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
4. 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
5. SPATE-GAN: Improved Generative Modeling of Dynamic Spatio-Temporal Patterns with an Autoregressive Embedding Loss
   2021/09/30 by Konstantin Klemmer, Tianlin Xu, Klemmer, Konstantin +5 · 2 citations
   Computer Science · #Computational Physics and Python Applications #Computer Vision and Pattern Recognition (cs.CV) #FOS: Computer and information sciences #Generative Adversarial Networks and Image Synthesis #Machine Learning (cs.LG) #Time Series Analysis and Forecasting
6. Arbitrage of the first kind and filtration enlargements in\n semimartingale financial models
   2014/01/28 by Beatrice Acciaio, Claudio Fontana, Acciaio, Beatrice +3 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #60G44 #91G10 #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Portfolio Management (q-fin.PM) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
7. Convergence of Adapted Empirical Measures on ℝ^d
   2022/11/18 by Beatrice Acciaio, Acciaio, Beatrice, Songyan Hou +1 · 3 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)
8. Time-Causal VAE: Robust Financial Time Series Generator
   2024/11/05 by Beatrice Acciaio, Stephan Eckstein, Acciaio, Beatrice +3 · 4 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
9. Cournot-Nash equilibrium and optimal transport in a dynamic setting
   2020/02/20 by Beatrice Acciaio, Acciaio, Beatrice, Julio Backhoff‐Veraguas +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Advanced Thermodynamics and Statistical Mechanics #Economic theories and models #FOS: Economics and business #FOS: Mathematics #General Economics (econ.GN) #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC)
10. Conditional COT-GAN for Video Prediction with Kernel Smoothing
    2021/06/10 by Tianlin Xu, Beatrice Acciaio, Xu, Tianlin +1 · 1 citation
    Computer Science · Physics and Astronomy · #Artificial Intelligence (cs.AI) #Computer Vision and Pattern Recognition (cs.CV) #Domain Adaptation and Few-Shot Learning #FOS: Computer and information sciences #Generative Adversarial Networks and Image Synthesis #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Model Reduction and Neural Networks
11. 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
12. Weak Transport for Non-Convex Costs and Model-independence in a\n Fixed-Income Market
    2020/11/09 by Beatrice Acciaio, Acciaio, Beatrice, Mathias Beiglboeck +3 · 1 citation
    Economics, Econometrics and Finance · #Economic theories and models
13. 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
14. Existence of q-Bass martingales in the semidiscrete setting
    2026/07/17 by Beatrice Acciaio, Antonio Marini
    #math.PR #q-fin.MF