Markus Pelger

Publication Activity (10 Years)

Years Active: 2019-2024
Publications (10 Years): 7

Top Topics

Sponsored Search

Weakly Supervised

Top Venues

J. Appl. Probab.

Publications

Luyang Chen, Markus Pelger, Jason Zhu
Deep Learning in Asset Pricing. Manag. Sci. 70 (2) (2024)
Jose H. Blanchet, Jiajin Li, Markus Pelger, Greg Zanotti
Automatic Outlier Rectification via Optimal Transport. CoRR (2024)
Jason Zhu, Yanling Cui, Yuming Liu, Hao Sun, Xue Li, Markus Pelger, Liangjie Zhang, Tianqi Yan, Ruofei Zhang, Huasha Zhao
TextGNN: Improving Text Encoder via Graph Neural Network in Sponsored Search. CoRR (2021)
Jose H. Blanchet, Fernando Hernandez, Viet Anh Nguyen, Markus Pelger, Xuhui Zhang
Time-Series Imputation with Wasserstein Interpolation for Optimal Look-Ahead-Bias and Variance Tradeoff. CoRR (2021)
Jason Zhu, Yanling Cui, Yuming Liu, Hao Sun, Xue Li, Markus Pelger, Tianqi Yang, Liangjie Zhang, Ruofei Zhang, Huasha Zhao
TextGNN: Improving Text Encoder via Graph Neural Network in Sponsored Search. WWW (2021)
Jorge Guijarro-Ordonez, Markus Pelger, Greg Zanotti
Deep Learning Statistical Arbitrage. CoRR (2021)
Claudio Fontana, Markus Pelger, Eckhard Platen
On the existence of sure profits via flash strategies. J. Appl. Probab. 56 (2) (2019)