Phillip Murray

Publication Activity (10 Years)

Years Active: 2021-2023
Publications (10 Years): 4

Top Topics

Generative Model

Top Venues

Publications

Magnus Wiese, Phillip Murray, Ralf Korn
Sig-Splines: universal approximation and convex calibration of time series generative models. CoRR (2023)
Phillip Murray, Ben Wood, Hans Buehler, Magnus Wiese, Mikko Pakkanen
Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions. ICAIF (2022)
Magnus Wiese, Phillip Murray
Risk-Neutral Market Simulation. CoRR (2022)
Magnus Wiese, Ben Wood, Alexandre Pachoud, Ralf Korn, Hans Buehler, Phillip Murray, Lianjun Bai
Multi-Asset Spot and Option Market Simulation. CoRR (2021)