research
∙
04/01/2022
Learning the conditional law: signatures and conditional GANs in filtering and prediction of diffusion processes
We consider the filtering and prediction problem for a diffusion process...
share
research
∙
11/01/2021
Sig-Wasserstein GANs for Time Series Generation
Synthetic data is an emerging technology that can significantly accelera...
research
∙
07/08/2020
Robust pricing and hedging via neural SDEs
Mathematical modelling is ubiquitous in the financial industry and drive...
research
∙
06/10/2020
Multi-index Antithetic Stochastic Gradient Algorithm
Stochastic Gradient Algorithms (SGAs) are ubiquitous in computational st...
research
∙
10/11/2018
