Magnus Wiese

According to our database1, Magnus Wiese authored at least 9 papers between 2019 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2023
Sig-Splines: universal approximation and convex calibration of time series generative models.
CoRR, 2023

2022
Risk-Neutral Market Simulation.
CoRR, 2022

Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions.
Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

2021
Multi-Asset Spot and Option Market Simulation.
CoRR, 2021

Sig-wasserstein GANs for time series generation.
Proceedings of the ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3, 2021

2020
Conditional Sig-Wasserstein GANs for Time Series Generation.
CoRR, 2020

2019
Deep Hedging: Learning to Simulate Equity Option Markets.
CoRR, 2019

Quant GANs: Deep Generation of Financial Time Series.
CoRR, 2019

Copula & Marginal Flows: Disentangling the Marginal from its Joint.
CoRR, 2019


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