| Sig‐Wasserstein GANs for conditional time series generation S Liao, H Ni, M Sabate‐Vidales, L Szpruch, M Wiese, B Xiao Mathematical Finance 34 (2), 622-670, 2024 | 187* | 2024 |
| Sig-Wasserstein GANs for time series generation H Ni, L Szpruch, M Sabate-Vidales, B Xiao, M Wiese, S Liao Proceedings of the Second ACM International Conference on AI in Finance, 1-8, 2021 | 85 | 2021 |
| Robust pricing and hedging via neural stochastic differential equations P Gierjatowicz, M Sabate-Vidales, D Siska, L Szpruch, Z Zuric Journal of Computational Finance 26 (3), 2022 | 52* | 2022 |
| Unbiased deep solvers for linear parametric PDEs M Sabate Vidales, D Šiška, L Szpruch Applied Mathematical Finance 28 (4), 299-329, 2021 | 39* | 2021 |
| Solving path dependent PDEs with LSTM networks and path signatures M Sabate-Vidales, D Šiška, L Szpruch arXiv preprint arXiv:2011.10630, 2020 | 19 | 2020 |
| The paradox of adversarial liquidation in decentralised lending SN Cohen, M Sabate-Vidales, L Szpruch, M Gontier Delaunay Available at SSRN 4540333, 2023 | 10 | 2023 |
| Inefficiency of CFMs: hedging perspective and agent-based simulations SN Cohen, M Sabaté-Vidales, D Šiška, Ł Szpruch International Conference on Financial Cryptography and Data Security, 303-319, 2023 | 10 | 2023 |
| The case for variable fees in constant product markets: An agent based simulation M Sabate-Vidales, D Šiška International Conference on Financial Cryptography and Data Security, 225-237, 2022 | 7 | 2022 |
| Designing weights for Quartet-Based methods when data are heterogeneous across lineages M Casanellas, J Fernández-Sánchez, M Garrote-López, ... Bulletin of mathematical biology 85 (7), 68, 2023 | 5 | 2023 |
| Multi-index antithetic stochastic gradient algorithm MB Majka, M Sabate-Vidales, Ł Szpruch Statistics and Computing 33 (2), 49, 2023 | 3 | 2023 |
| Reconstruction of phylogenetic trees using quartet methods M Sabaté Vidales Universitat Politècnica de Catalunya, 2014 | 1 | 2014 |
| Quantitative finance informed machine learning M Sabate Vidales The University of Edinburgh, 2023 | | 2023 |
| Learning the conditional law: signatures and conditional GANs in filtering and prediction of diffusion processes F Germ, M Sabate-Vidales 2022 IEEE 61st Conference on Decision and Control (CDC), 137-143, 2022 | | 2022 |
| Designing weights for quartet-based methods when data are heterogeneous across lineages M Casanellas Rius, J Fernández Sánchez, M Garrote López, ... Springer Nature, 0 | | |
