Phillip Murray

According to our database, Phillip Murray authored at least 4 papers between 2021 and 2023.

Collaborative distances:

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

2023

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

Magnus Wiese, Phillip Murray, Ralf Korn

CoRR, 2023

2022

Risk-Neutral Market Simulation.

Magnus Wiese, Phillip Murray

CoRR, 2022

Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions.

Phillip Murray, Ben Wood, Hans Buehler, Magnus Wiese, Mikko Pakkanen

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

2021

Multi-Asset Spot and Option Market Simulation.

Magnus Wiese, Ben Wood, Alexandre Pachoud, Ralf Korn, Hans Buehler, Phillip Murray, Lianjun Bai

CoRR, 2021