A hybrid quantum Wasserstein GAN with applications to option pricing by Fuchs, F, Horvath, B

Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures by Issa, Z, Horvath, B

Robust hedging GANs by Limmer, Y, Horvath, B

Persistent Postpartum Pain – A Somatic and Psychologic Perfect Storm by Horvath B, Kloesel B, Cross SN

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Clustering market regimes using the Wasserstein distance by Horvath, B, Issa, Z, Muguruza, A

Deep hedging under rough volatility by Horvath, B, Teichmann, J, Žurič, Ž

Functional central limit theorems for rough volatility by Horvath, B, Jacquier, A, Muguruza, A, Søjmark, A

Non-adversarial training of neural SDEs with signature kernel scores by Issa, Z, Horvath, B, Lemercier, M, Salvi, C

Model-agnostic pricing of exotic derivatives using signatures by Alden, A, Ventre, C, Horvath, B, Lee, G

Generating financial markets with signatures by Buehler, H, Horvath, B, Lyons, T, Perez, I, Wood, B

Sailing in rough waters: examining volatility of fMRI noise by Leppanen, J, Stone, H, Lythgoe, DJ, Williams, S, Horvath, B

Optimal stopping via distribution regression: a higher rank signature approach by Horvath, B, Lemercier, M, Liu, C, Lyons, T, Salvi, C

Higher order kernel mean embeddings to capture filtrations of stochastic processes by Salvi, C, Lemercier, M, Liu, C, Horvath, B, Damoulas, T, Lyons, T

A data-driven market simulator for small data environments by Bühler, H, Horvath, B, Lyons, T, Perez Arribas, I, Wood, B

Toxicity of primulic acid 1 against a daphnid species Simocephalus expinosus s.l. by Lukáč M., Pisárčik M., Horáková R., Bajcura M., Horváth B., Devínsky F.

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