Johannes Ruf - RankMe

16 papers A* 1A 1Journal 12Unranked 2

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	A complete characterization of testable hypotheses. CoRR Martin Larsson, Johannes Ruf, Aaditya Ramdas
2025	A*	`conf`	Asset Pricing with Contrastive Adversarial Variational Bayes. IJCAI Ruirui Liu, Huichou Huang, Johannes Ruf
2025	A	`conf`	Context-Aware Frequency-Embedding Networks for Spatio-Temporal Portfolio Selection. SDM Ruirui Liu, Huichou Huang, Johannes Ruf, Haoxian Liu, Qingyao Wu
2025	—	`conf`	Hexagon-Net: Heterogeneous Cross-View Aligned Graph Attention Networks for Implied Volatility Surface Prediction. KDD (2) Kaiwei Liang, Ruirui Liu, Huichou Huang, Johannes Ruf, Peilin Zhao, Qingyao Wu
2022	J	`jnl`	A composite generalization of Ville's martingale theorem. CoRR Johannes Ruf, Martin Larsson, Wouter M. Koolen, Aaditya Ramdas
2022	J	`jnl`	Testing exchangeability: Fork-convexity, supermartingales and e-processes. Int. J. Approx. Reason. Aaditya Ramdas, Johannes Ruf, Martin Larsson, Wouter M. Koolen
2021	—	`conf`	Energy hub gas: a multi-domain system modelling and co-simulation approach. MSCPES@CPSIoTWeek Rafael Poppenborg, Johannes Ruf, Malte Chlosta, Jianlei Liu, Christian Hotz, Clemens Düpmeier, Thomas Kolb, Veit Hagenmeyer
2021	J	`jnl`	How can one test if a binary sequence is exchangeable? Fork-convex hulls, supermartingales, and Snell envelopes. CoRR Aaditya Ramdas, Johannes Ruf, Martin Larsson, Wouter M. Koolen
2021	J	`jnl`	Simplified stochastic calculus with applications in Economics and Finance. Eur. J. Oper. Res. Ales Cerný, Johannes Ruf
2020	J	`jnl`	Hedging with Neural Networks. CoRR Johannes Ruf, Weiguan Wang
2020	J	`jnl`	The Impact of Proportional Transaction Costs on Systematically Generated Portfolios. SIAM J. Financial Math. Johannes Ruf, Kangjianan Xie
2019	J	`jnl`	Neural networks for option pricing and hedging: a literature review. CoRR Johannes Ruf, Weiguan Wang
2017	J	`jnl`	Trading strategies generated by Lyapunov functions. Finance Stochastics Ioannis Karatzas, Johannes Ruf
2014	J	`jnl`	Convergence in models with bounded expected relative hazard rates. J. Econ. Theory Carlos Oyarzun, Johannes Ruf
2014	J	`jnl`	On the hedging of options on exploding exchange rates. Finance Stochastics Peter Carr, Travis Fisher, Johannes Ruf
2013	J	`jnl`	Why Are Quadratic Normal Volatility Models Analytically Tractable? SIAM J. Financial Math. Peter Carr, Travis Fisher, Johannes Ruf