31 citations · 63 across the 39 of their papers we have counts for
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q-fin.CP2026
Diffusion Models in Finance: A Survey
Zhuohan Wang, Carmine Ventre
Diffusion generative models have rapidly emerged as powerful tools for modeling complex financial data. Their appeal is both structural and practical: they offer stable likelihood-…
q-fin.CP2026
DiffLOB: Diffusion Models for Counterfactual Generation in Limit Order Books
Zhuohan Wang, Carmine Ventre
Modern generative models for limit order books (LOBs) can reproduce realistic market dynamics, but remain fundamentally passive: they either model what typically happens without ac…
q-fin.CP2021
The Efficient Hedging Frontier with Deep Neural Networks
Zheng Gong, Carmine Ventre, John O'Hara
The trade off between risks and returns gives rise to multi-criteria optimisation problems that are well understood in finance, efficient frontiers being the tool to navigate their…