111 citations · 115 across the 9 of their papers we have counts for
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q-fin.CP2024
GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets
Zeda Xu, John Liechty, Sebastian Benthall +2
Volatility, which indicates the dispersion of returns, is a crucial measure of risk and is hence used extensively for pricing and discriminating between different financial investm…
cs.CR2024★ 1 cited
Integrating Differential Privacy and Contextual Integrity
Sebastian Benthall, Rachel Cummings
In this work, we propose the first framework for integrating Differential Privacy (DP) and Contextual Integrity (CI). DP is a property of an algorithm that injects statistical nois…