Magnus Wiese

Conditional Sig-Wasserstein GANs for Time Series Generation

Hao Ni, Łukasz Szpruch, Magnus Wiese et al. · SSRN Electronic Journal · 2020 · 100 citations · Full text

Sig-wasserstein GANs for time series generation

Hao Ni, Łukasz Szpruch, Marc Sabate-Vidales et al. · 2021 · 55 citations

Engineering, Machine Learning, Data Science +15

Sig‐Wasserstein GANs for conditional time series generation

Shujian Liao, Hao Ni, Marc Sabate‐Vidales et al. · Mathematical Finance · 2023 · 31 citations · Full text

Sig‐wasserstein Gans, Engineering, Machine Learning +11

Quant GANs: Deep Generation of Financial Time Series

Magnus Wiese, Robert Knobloch, Ralf Korn et al. · RePEc: Research Papers in Economics · 2019 · 15 citations · Full text

Volatility Modeling, Engineering, Machine Learning +13

Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions

Phillip Murray, Ben Wood, Hans Buehler et al. · 2022 · 15 citations

Mathematical Programming, Engineering, Continuous Reinforcement Learning +18