Dirk Sierag

Publication Activity (10 Years)

Years Active: 2018-2022
Publications (10 Years): 2

Top Topics

Probabilistic Model

Three Dimensional

Financial Markets

Top Venues

Ann. Oper. Res.

Publications

Dirk Sierag, Kevin Zielnicki
Client Time Series Model: a Multi-Target Recommender System based on Temporally-Masked Encoders. RecSys (2022)
Dirk Sierag, Bernard Hanzon
Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex. Ann. Oper. Res. 266 (1-2) (2018)