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researcher

D. Šiška

12 papers hereh-index 15604 citations52 works total

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

author position
  • first author1
  • middle author9
  • last author1

Across the 11 of 12 papers where every author was matched, so the position is known.

fields
  • math.OC6
  • cs.LG3
  • math.PR2
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20072026
most citedOn randomized stopping

10 citations · 12 across the 7 of their papers we have counts for

collaborators
Showing 2020Show all

1 paper · 1 filter

q-fin.MF2020

Robust pricing and hedging via neural SDEs

Patryk Gierjatowicz, Marc Sabate-Vidales, David Šiška +2

Mathematical modelling is ubiquitous in the financial industry and drives key decision processes. Any given model provides only a crude approximation to reality and the risk of usi…

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