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researcher

Ralf Korn

13 papers hereh-index 293.4k citations247 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author9
  • last author4

Across the 13 of 13 papers where every author was matched, so the position is known.

fields
  • cs.LG5
  • math.OC2
  • q-fin.MF2
  • math.ST1
  • q-fin.CP1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20132023
most citedQuant GANs: Deep Generation of Financial Time Series

267 citations · 286 across the 12 of their papers we have counts for

collaborators
Showing 2019 · math.OCShow all

1 paper · 2 filters

math.OC2019

Optimal inflow control penalizing undersupply in transport systems with uncertain demands

Simone Göttlich, Ralf Korn, Kerstin Lux

We are concerned with optimal control strategies subject to uncertain demands. An Ornstein-Uhlenbeck process describes the uncertain demand. The transport within the supply system…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.