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Zacharia Issa
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Year
Non-adversarial training of Neural SDEs with signature kernel scores
Z Issa, B Horvath, M Lemercier, C Salvi
Advances in Neural Information Processing Systems 36, 2024
102024
Clustering market regimes using the wasserstein distance
B Horvath, Z Issa, A Muguruza
arXiv preprint arXiv:2110.11848, 2021
92021
Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures
Z Issa, B Horvath
arXiv preprint arXiv:2306.15835, 2023
22023
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Articles 1–3