Beatrice Acciaio

Publication Activity (10 Years)

Years Active: 2007-2022
Publications (10 Years): 10

Top Topics

Generative Model

Control Problems

Trading Strategies

Sequential Data

Top Venues

SIAM J. Control. Optim.

Finance Stochastics

SIAM J. Financial Math.

Publications

Konstantin Klemmer, Tianlin Xu, Beatrice Acciaio, Daniel B. Neill
SPATE-GAN: Improved Generative Modeling of Dynamic Spatio-Temporal Patterns with an Autoregressive Embedding Loss. AAAI (2022)
Beatrice Acciaio, Anastasis Kratsios, Gudmund Pammer
Metric Hypertransformers are Universal Adapted Maps. CoRR (2022)
Beatrice Acciaio, Julio D. Backhoff Veraguas, Junchao Jia
Cournot-Nash Equilibrium and Optimal Transport in a Dynamic Setting. SIAM J. Control. Optim. 59 (3) (2021)
Tianlin Xu, Beatrice Acciaio
Quantized Conditional COT-GAN for Video Prediction. CoRR (2021)
Konstantin Klemmer, Tianlin Xu, Beatrice Acciaio, Daniel B. Neill
SPATE-GAN: Improved Generative Modeling of Dynamic Spatio-Temporal Patterns with an Autoregressive Embedding Loss. CoRR (2021)
Tianlin Xu, Li Kevin Wenliang, Michael Munn, Beatrice Acciaio
COT-GAN: Generating Sequential Data via Causal Optimal Transport. CoRR (2020)
Tianlin Xu, Li Kevin Wenliang, Michael Munn, Beatrice Acciaio
COT-GAN: Generating Sequential Data via Causal Optimal Transport. NeurIPS (2020)
Beatrice Acciaio, Julien Guyon
Short Communication: Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures. SIAM J. Financial Math. 11 (1) (2020)
Beatrice Acciaio, Julio D. Backhoff Veraguas, René Carmona
Extended Mean Field Control Problems: Stochastic Maximum Principle and Transport Perspective. SIAM J. Control. Optim. 57 (6) (2019)
Beatrice Acciaio, Martin Larsson, Walter Schachermayer
The space of outcomes of semi-static trading strategies need not be closed. Finance Stochastics 21 (3) (2017)
Beatrice Acciaio, Hans Föllmer, Irina Penner
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. Finance Stochastics 16 (4) (2012)
Beatrice Acciaio
Optimal risk sharing with non-monotone monetary functionals. Finance Stochastics 11 (2) (2007)