Niklas Walter

Publication Activity (10 Years)

Years Active: 2023-2024
Publications (10 Years): 2

Top Topics

Stochastic Model

Multidimensional Time Series

Designated Verifier

Top Venues

Publications

Francesca Biagini, Lukas Gonon, Niklas Walter
Universal randomised signatures for generative time series modelling. CoRR (2024)
Francesca Biagini, Lukas Gonon, Niklas Walter
Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models. CoRR (2023)