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researcher

Blanka Horvath

19 papers hereh-index 12656 citations35 works total

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

author position
  • first author8
  • middle author9
  • last author2

Across the 19 of 19 papers where every author was matched, so the position is known.

fields
  • q-fin.MF5
  • math.PR4
  • q-fin.CP3
  • q-fin.PR3
  • stat.ML2
  • q-fin.PM1
same name
  • Blanka Horvath — 8 papers, h 2
  • Blanka Horvath — 5 papers, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20152023
most citedAsymptotic behaviour of randomised fractional volatility models

5 citations · 9 across the 10 of their papers we have counts for

collaborators
Showing 2020Show all

1 paper · 1 filter

q-fin.ST2020

A Data-driven Market Simulator for Small Data Environments

Hans Bühler, Blanka Horvath, Terry Lyons +2

Neural network based data-driven market simulation unveils a new and flexible way of modelling financial time series without imposing assumptions on the underlying stochastic dynam…

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