Martingale Functional Control variates via Deep Learning. - Marc Sabate Vidales; David Siska; Lukasz Szpruch (CoRR, 2018)

Robust pricing and hedging via neural SDEs. - Patryk Gierjatowicz; Marc Sabate Vidales; David Siska; Lukasz Szpruch; Zan Zuric (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)

Learning the conditional law: signatures and conditional GANs in filtering and prediction of diffusion processes. - Fabian Germ; Marc Sabate Vidales (CDC, 2022)

The Case for Variable Fees in Constant Product Markets: An Agent Based Simulation. - Marc Sabate Vidales; David Siska (Financial Cryptography Workshops, 2022)

Inefficiency of CFMs: Hedging Perspective and Agent-Based Simulations. - Samuel N. Cohen; Marc Sabate Vidales; David Siska; Lukasz Szpruch (FC Workshops, 2023)

Multi-index antithetic stochastic gradient algorithm. - Mateusz B. Majka; Marc Sabate Vidales; Lukasz Szpruch (Stat. Comput., 2023)