Magnus Wiese

Magnus Wiese

Technische Universität Kaiserslautern - Kaiserslautern / Germany
Engineering & Technology / Computer Science
AD Scientific Index ID: 4573904
Kaiserslautern University of Technology
person_outline Magnus Wiese's MOST POPULAR ARTICLES
1-) Quant GANs: deep generation of financial time seriesM Wiese, R Knobloch, R Korn, P KretschmerQuantitative Finance 20 (9), 1419-1440, 20201382020
2-) Conditional sig-wasserstein gans for time series generationS Liao, H Ni, L Szpruch, M Wiese, M Sabate-Vidales, B XiaoarXiv preprint arXiv:2006.05421, 20201282020
3-) Deep hedging: learning to simulate equity option marketsM Wiese, L Bai, B Wood, H BuehlerNeurIPS 2019 Workshop on Robust AI in Financial Services: Data, Fairness …, 2019452019
4-) Sig-Wasserstein GANs for Time Series GenerationH Ni, L Szpruch, M Sabate-Vidales, B Xiao, M Wiese, S LiaoICAIF \'21: Proceedings of the Second ACM International Conference on AI in …, 2021752021
5-) Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk AversionsP Murray, B Wood, H Buehler, M Wiese, M PakkanenProceedings of the Third ACM International Conference on AI in Finance, 361-368, 2022182022