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Applications of Signature Methods to Market Anomaly Detection


Feb 08, 2022
Erdinc Akyildirim, Matteo Gambara, Josef Teichmann, Syang Zhou


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Consistent Recalibration Models and Deep Calibration


Jun 16, 2020
Matteo Gambara, Josef Teichmann


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The Oracle of DLphi


Jan 27, 2019
Dominik Alfke, Weston Baines, Jan Blechschmidt, Mauricio J. del Razo Sarmina, Amnon Drory, Dennis Elbrächter, Nando Farchmin, Matteo Gambara, Silke Glas, Philipp Grohs, Peter Hinz, Danijel Kivaranovic, Christian Kümmerle, Gitta Kutyniok, Sebastian Lunz, Jan Macdonald, Ryan Malthaner, Gregory Naisat, Ariel Neufeld, Philipp Christian Petersen, Rafael Reisenhofer, Jun-Da Sheng, Laura Thesing, Philipp Trunschke, Johannes von Lindheim, David Weber, Melanie Weber


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