Blanka Horvath

20 papers A* 3Journal 15Unranked 1

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Seeking SOTA: Time-Series Forecasting Must Adopt Taxonomy-Specific Evaluation to Dispel Illusory Gains. CoRR Raeid Saqur, Christoph Bergmeir, Blanka Horvath, Daniel Schmidt, Frank Rudzicz, Terry Lyons
2025	A*	`conf`	Filtered not Mixed: Filtering-Based Online Gating for Mixture of Large Language Models. ICLR Raeid Saqur, Anastasis Kratsios, Florian Krach, Yannick Limmer, Blanka Horvath, Frank Rudzicz
2025	J	`jnl`	Kernel Learning for Mean-Variance Trading Strategies. CoRR Owen Futter, Nicola Muca Cirone, Blanka Horvath
2025	J	`jnl`	Signature Maximum Mean Discrepancy Two-Sample Statistical Tests. CoRR Andrew Alden, Blanka Horvath, Zacharia Issa
2025	J	`jnl`	Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling. CoRR Hans Buehler, Blanka Horvath, Yannick Limmer, Thorsten Schmidt
2024	J	`jnl`	Filtered not Mixed: Stochastic Filtering-Based Online Gating for Mixture of Large Language Models. CoRR Raeid Saqur, Anastasis Kratsios, Florian Krach, Yannick Limmer, Jacob-Junqi Tian, John Willes, Blanka Horvath, Frank Rudzicz
2024	J	`jnl`	Reality Only Happens Once: Single-Path Generalization Bounds for Transformers. CoRR Yannick Limmer, Anastasis Kratsios, Xuwei Yang, Raeid Saqur, Blanka Horvath
2024	J	`jnl`	Scalable Signature-Based Distribution Regression via Reference Sets. CoRR Andrew Alden, Carmine Ventre, Blanka Horvath
2023	A*	`conf`	Non-adversarial training of Neural SDEs with signature kernel scores. NeurIPS Zacharia Issa, Blanka Horvath, Maud Lemercier, Cristopher Salvi
2023	J	`jnl`	Non-adversarial training of Neural SDEs with signature kernel scores. CoRR Zacharia Issa, Blanka Horvath, Maud Lemercier, Cristopher Salvi
2022	—	`ed.`	3rd ACM International Conference on AI in Finance, ICAIF 2022, New York, NY, USA, November 2-4, 2022 ICAIF Daniele Magazzeni, Senthil Kumar, Rahul Savani, Renyuan Xu, Carmine Ventre, Blanka Horvath, Ruimeng Hu, Tucker Balch, Francesca Toni
2022	—	`conf`	Model-Agnostic Pricing of Exotic Derivatives Using Signatures. ICAIF Andrew Alden, Carmine Ventre, Blanka Horvath, Gordon Lee
2021	J	`jnl`	Clustering Market Regimes using the Wasserstein Distance. CoRR Blanka Horvath, Zacharia Issa, Aitor Muguruza Gonzalez
2021	J	`jnl`	Deep Hedging under Rough Volatility. CoRR Blanka Horvath, Josef Teichmann, Zan Zuric
2021	A*	`conf`	Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes. NeurIPS Cristopher Salvi, Maud Lemercier, Chong Liu, Blanka Horvath, Theodoros Damoulas, Terry J. Lyons
2021	J	`jnl`	Higher Order Kernel Mean Embeddings to Capture Filtrations of Stochastic Processes. CoRR Cristopher Salvi, Maud Lemercier, Chong Liu, Blanka Horvath, Theodoros Damoulas, Terry J. Lyons
2020	J	`jnl`	A Data-driven Market Simulator for Small Data Environments. CoRR Hans Bühler, Blanka Horvath, Terry J. Lyons, Imanol Pérez Arribas, Ben Wood
2020	J	`jnl`	Volatility Options in Rough Volatility Models. SIAM J. Financial Math. Blanka Horvath, Antoine Jacquier, Peter Tankov
2019	J	`jnl`	Asymptotic behaviour of randomised fractional volatility models. J. Appl. Probab. Blanka Horvath, Antoine Jacquier, Chloé Lacombe
2018	J	`jnl`	Dirichlet Forms and Finite Element Methods for the SABR Model. SIAM J. Financial Math. Blanka Horvath, Oleg Reichmann