Marc Sabate Vidales

According to our database, Marc Sabate Vidales authored at least 7 papers between 2018 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Multi-index antithetic stochastic gradient algorithm.

Mateusz B. Majka, Marc Sabate Vidales, Lukasz Szpruch

Stat. Comput., April, 2023

Inefficiency of CFMs: Hedging Perspective and Agent-Based Simulations.

Samuel N. Cohen, Marc Sabate Vidales, David Siska, Lukasz Szpruch

Proceedings of the Financial Cryptography and Data Security. FC 2023 International Workshops, 2023

2022

The Case for Variable Fees in Constant Product Markets: An Agent Based Simulation.

Marc Sabate Vidales, David Siska

Proceedings of the Financial Cryptography and Data Security. FC 2022 International Workshops, 2022

Learning the conditional law: signatures and conditional GANs in filtering and prediction of diffusion processes.

Fabian Germ, Marc Sabate Vidales

Proceedings of the 61st IEEE Conference on Decision and Control, 2022

2021

Sig-wasserstein GANs for time series generation.

Hao Ni, Lukasz Szpruch, Marc Sabate Vidales, Baoren Xiao, Magnus Wiese, Shujian Liao

Proceedings of the ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3, 2021

2020

Robust pricing and hedging via neural SDEs.

Patryk Gierjatowicz, Marc Sabate Vidales, David Siska, Lukasz Szpruch, Zan Zuric

CoRR, 2020

2018

Martingale Functional Control variates via Deep Learning.

Marc Sabate Vidales, David Siska, Lukasz Szpruch

CoRR, 2018