Beatrice Acciaio

16 papers A* 2Journal 14

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Time-Causal VAE: Robust Financial Time Series Generator. SIAM J. Financial Math. Beatrice Acciaio, Stephan Eckstein, Songyan Hou
2025	J	`jnl`	Calibration of the Bass Local Volatility Model. SIAM J. Financial Math. Beatrice Acciaio, Antonio Marini, Gudmund Pammer
2025	J	`jnl`	Multicausal Transport: Barycenters and Dynamic Matching. SIAM J. Financial Math. Beatrice Acciaio, Daniel Krsek, Gudmund Pammer
2024	J	`jnl`	Time-Causal VAE: Robust Financial Time Series Generator. CoRR Beatrice Acciaio, Stephan Eckstein, Songyan Hou
2022	J	`jnl`	Metric Hypertransformers are Universal Adapted Maps. CoRR Beatrice Acciaio, Anastasis Kratsios, Gudmund Pammer
2022	A*	`conf`	SPATE-GAN: Improved Generative Modeling of Dynamic Spatio-Temporal Patterns with an Autoregressive Embedding Loss. AAAI Konstantin Klemmer, Tianlin Xu, Beatrice Acciaio, Daniel B. Neill
2021	J	`jnl`	Cournot-Nash Equilibrium and Optimal Transport in a Dynamic Setting. SIAM J. Control. Optim. Beatrice Acciaio, Julio D. Backhoff Veraguas, Junchao Jia
2021	J	`jnl`	Quantized Conditional COT-GAN for Video Prediction. CoRR Tianlin Xu, Beatrice Acciaio
2021	J	`jnl`	SPATE-GAN: Improved Generative Modeling of Dynamic Spatio-Temporal Patterns with an Autoregressive Embedding Loss. CoRR Konstantin Klemmer, Tianlin Xu, Beatrice Acciaio, Daniel B. Neill
2020	A*	`conf`	COT-GAN: Generating Sequential Data via Causal Optimal Transport. NeurIPS Tianlin Xu, Li Kevin Wenliang, Michael Munn, Beatrice Acciaio
2020	J	`jnl`	COT-GAN: Generating Sequential Data via Causal Optimal Transport. CoRR Tianlin Xu, Li Kevin Wenliang, Michael Munn, Beatrice Acciaio
2020	J	`jnl`	Short Communication: Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures. SIAM J. Financial Math. Beatrice Acciaio, Julien Guyon
2019	J	`jnl`	Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective. SIAM J. Control. Optim. Beatrice Acciaio, Julio D. Backhoff Veraguas, René Carmona
2017	J	`jnl`	The space of outcomes of semi-static trading strategies need not be closed. Finance Stochastics Beatrice Acciaio, Martin Larsson, Walter Schachermayer
2012	J	`jnl`	Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. Finance Stochastics Beatrice Acciaio, Hans Föllmer, Irina Penner
2007	J	`jnl`	Optimal risk sharing with non-monotone monetary functionals. Finance Stochastics Beatrice Acciaio