Marc Sabaté-Vidales

Solving path dependent PDEs with LSTM networks and path signatures

David vSivska, Lukasz Szpruch, Marc Sabate-Vidales, 2020, 2011.10630.

Sig-wasserstein GANs for time series generation pdf

Magnus Wiese, Hao Ni, Lukasz Szpruch, 2021, ICAIF.

Robust pricing and hedging via neural stochastic differential equations

Łukasz Szpruch, D. Šiška, Zan Zuric, 2023, Journal of Computational Finance.

Designing Weights for Quartet-Based Methods When Data are Heterogeneous Across Lineages

M. Casanellas, J. Fern'andez-S'anchez, Marina Garrote-L'opez, 2022, Bulletin of Mathematical Biology.

Conditional Sig-Wasserstein GANs for Time Series Generation

Shujian Liao, Baoren Xiao, Marc Sabaté-Vidales, 2020, 2006.05421.

Multi-index antithetic stochastic gradient algorithm

Marc Sabate Vidales, Mateusz B. Majka, L. Szpruch, 2020, Statistics and Computing.

Sig‐Wasserstein GANs for conditional time series generation

Shujian Liao, Baoren Xiao, Marc Sabaté-Vidales, 2023, Mathematical Finance.