Marc Sabate Vidales

Publication Activity (10 Years)

Years Active: 2018-2023
Publications (10 Years): 10

Top Topics

Diffusion Processes

Top Venues

Financial Cryptography Workshops

Publications

Mateusz B. Majka, Marc Sabate Vidales, Lukasz Szpruch
Multi-index antithetic stochastic gradient algorithm. Stat. Comput. 33 (2) (2023)
Samuel N. Cohen, Marc Sabate Vidales, David Siska, Lukasz Szpruch
Inefficiency of CFMs: Hedging Perspective and Agent-Based Simulations. FC Workshops (2023)
Fabian Germ, Marc Sabate Vidales
Learning the conditional law: signatures and conditional GANs in filtering and prediction of diffusion processes. CoRR (2022)
Fabian Germ, Marc Sabate Vidales
Learning the conditional law: signatures and conditional GANs in filtering and prediction of diffusion processes. CDC (2022)
Marc Sabate Vidales, David Siska
The Case for Variable Fees in Constant Product Markets: An Agent Based Simulation. Financial Cryptography Workshops (2022)
Hao Ni, Lukasz Szpruch, Marc Sabate Vidales, Baoren Xiao, Magnus Wiese, Shujian Liao
Sig-Wasserstein GANs for Time Series Generation. CoRR (2021)
Hao Ni, Lukasz Szpruch, Marc Sabate Vidales, Baoren Xiao, Magnus Wiese, Shujian Liao
Sig-wasserstein GANs for time series generation. ICAIF (2021)
Mateusz B. Majka, Marc Sabate Vidales, Lukasz Szpruch
Multi-index Antithetic Stochastic Gradient Algorithm. CoRR (2020)
Patryk Gierjatowicz, Marc Sabate Vidales, David Siska, Lukasz Szpruch, Zan Zuric
Robust pricing and hedging via neural SDEs. CoRR (2020)
Marc Sabate Vidales, David Siska, Lukasz Szpruch
Martingale Functional Control variates via Deep Learning. CoRR (2018)