Copula & Marginal Flows: Disentangling the Marginal from its Joint. - Magnus Wiese; Robert Knobloch; Ralf Korn (CoRR, 2019)

Quant GANs: Deep Generation of Financial Time Series. - Magnus Wiese; Robert Knobloch; Ralf Korn; Peter Kretschmer (CoRR, 2019)

Deep Hedging: Learning to Simulate Equity Option Markets. - Magnus Wiese; Lianjun Bai; Ben Wood; Hans Buehler (CoRR, 2019)

Conditional Sig-Wasserstein GANs for Time Series Generation. - Hao Ni 001; Lukasz Szpruch; Magnus Wiese; Shujian Liao; Baoren Xiao (CoRR, 2020)

Sig-wasserstein GANs for time series generation. - Hao Ni 001; Lukasz Szpruch; Marc Sabate Vidales; Baoren Xiao; Magnus Wiese; Shujian Liao (ICAIF, 2021)

Multi-Asset Spot and Option Market Simulation. - Magnus Wiese; Ben Wood; Alexandre Pachoud; Ralf Korn; Hans Buehler; Phillip Murray; Lianjun Bai (CoRR, 2021)

Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions. - Phillip Murray; Ben Wood; Hans Buehler; Magnus Wiese; Mikko Pakkanen (ICAIF, 2022)

Risk-Neutral Market Simulation. - Magnus Wiese; Phillip Murray (CoRR, 2022)

Sig-Splines: universal approximation and convex calibration of time series generative models. - Magnus Wiese; Phillip Murray; Ralf Korn (CoRR, 2023)