Magnus Wiese

According to our database, Magnus Wiese authored at least 9 papers between 2019 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Sig-Splines: universal approximation and convex calibration of time series generative models.

Magnus Wiese, Phillip Murray, Ralf Korn

CoRR, 2023

2022

Risk-Neutral Market Simulation.

Magnus Wiese, Phillip Murray

CoRR, 2022

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

Phillip Murray, Ben Wood, Hans Buehler, Magnus Wiese, Mikko Pakkanen

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

2021

Multi-Asset Spot and Option Market Simulation.

Magnus Wiese, Ben Wood, Alexandre Pachoud, Ralf Korn, Hans Buehler, Phillip Murray, Lianjun Bai

CoRR, 2021

Sig-wasserstein GANs for time series generation.

Hao Ni, Lukasz Szpruch, Marc Sabate Vidales, Baoren Xiao, Magnus Wiese, Shujian Liao

Proceedings of the ICAIF'21: 2nd ACM International Conference on AI in Finance, Virtual Event, November 3, 2021

2020

Conditional Sig-Wasserstein GANs for Time Series Generation.

Hao Ni, Lukasz Szpruch, Magnus Wiese, Shujian Liao, Baoren Xiao

CoRR, 2020

2019

Deep Hedging: Learning to Simulate Equity Option Markets.

Magnus Wiese, Lianjun Bai, Ben Wood, Hans Buehler

CoRR, 2019

Quant GANs: Deep Generation of Financial Time Series.

Magnus Wiese, Robert Knobloch, Ralf Korn, Peter Kretschmer

CoRR, 2019

Copula & Marginal Flows: Disentangling the Marginal from its Joint.

Magnus Wiese, Robert Knobloch, Ralf Korn

CoRR, 2019