| Quant GANs: deep generation of financial time series M Wiese, R Knobloch, R Korn, P Kretschmer Quantitative Finance 20 (9), 1419-1440, 2020 | 357 | 2020 |
| Conditional sig-wasserstein gans for time series generation S Liao, H Ni, L Szpruch, M Wiese, M Sabate-Vidales, B Xiao arXiv preprint arXiv:2006.05421, 2020 | 174 | 2020 |
| Sig-Wasserstein GANs for Time Series Generation H Ni, L Szpruch, M Sabate-Vidales, B Xiao, M Wiese, S Liao ICAIF '21: Proceedings of the Second ACM International Conference on AI in …, 2021 | 85 | 2021 |
| Deep hedging: learning to simulate equity option markets M Wiese, L Bai, B Wood, H Buehler NeurIPS 2019 Workshop on Robust AI in Financial Services: Data, Fairness …, 2019 | 84 | 2019 |
| Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions P Murray, B Wood, H Buehler, M Wiese, M Pakkanen Proceedings of the Third ACM International Conference on AI in Finance, 361-368, 2022 | 24 | 2022 |
| Multi-asset spot and option market simulation M Wiese, B Wood, A Pachoud, R Korn, H Buehler, P Murray, L Bai arXiv preprint arXiv:2112.06823, 2021 | 21 | 2021 |
| Copula & marginal flows: Disentangling the marginal from its joint M Wiese, R Knobloch, R Korn arXiv preprint arXiv:1907.03361, 2019 | 18 | 2019 |
| 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 | 14 | 2024 |
| Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals O Futter, B Horvath, M Wiese arXiv preprint arXiv:2308.15135, 2023 | 5 | 2023 |
| Sig-Splines: universal approximation and convex calibration of time series generative models M Wiese, P Murray, R Korn arXiv preprint arXiv:2307.09767, 2023 | 3 | 2023 |
| Risk-Neutral Market Simulation M Wiese, M Phillip AAAI 2022 Workshop on AI in Financial Services: Adaptiveness, Resilience …, 2022 | 3 | 2022 |
| Verification of the Uniswap v3 Pro-Rata Accounting System M Brulhardt, M Wiese https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4665156, 2023 | | 2023 |
| Simulating spot and equity option markets using rough path signatures H Buehler, R Korn, A Pachoud, M Wiese, B Wood https://gateway.newton.ac.uk/presentation/2021-03-16/29953, 2021 | | 2021 |
| Generating Asset Returns with Quant GANs M Wiese https://cfe.columbia.edu/sites/default/files/content/slides/Modelling …, 2020 | | 2020 |
Ralf KornProfessor für Mathematik, TU KaiserslauternEmail yang diverifikasi di mathematik.uni-kl.de