 Detecting data-driven robust statistical arbitrage strategies with deep
neural networksSIAM Journal on Financial Mathematics (SIFIN), 2022 |
 A deep learning approach to data-driven model-free pricing and to
martingale optimal transportIEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2021 |
 Deep Learning for Constrained Utility MaximisationMethodology and Computing in Applied Probability (MCAP), 2020 |
 Robust pricing and hedging via neural SDEsSocial Science Research Network (SSRN), 2020 |
 Connecting GANs, MFGs, and OTSIAM Journal on Applied Mathematics (SIAM J. Appl. Math.), 2020 |
