publications

publications by categories in reversed chronological order. generated by jekyll-scholar.

2025

  1. arXiv
    Nested Optimal Transport Distances
    Ruben Bontorno, and Songyan Hou
    arXiv preprint arXiv:2509.06702, 2025
    PDF
  2. arXiv
    Estimating causal distances with non-causal ones
    Beatrice Acciaio, Songyan Hou, and Gudmund Pammer
    arXiv preprint arXiv:2506.22421, 2025
    PDF

2024

  1. ECP
    Entropic adapted Wasserstein distance on Gaussians
    Beatrice Acciaio, Songyan Hou, and Gudmund Pammer
    Electronic Communications in Probability, 2024
    PDF Code
  2. arXiv
    Time-Causal VAE: Robust Financial Time Series Generator
    Beatrice Acciaio, Stephan Eckstein, and Songyan Hou
    arXiv preprint arXiv:2411.02947, 2024
    PDF Code
  3. AAP
    Convergence of Adapted Empirical Measures on \(R^d \)
    Beatrice Acciaio, and Songyan Hou
    Annals of Applied Probability, 2024
    PDF
  4. SPA
    Convergence of the Adapted Smoothed Empirical Measures
    Songyan Hou
    Stochastic Processes and their Applications, 2024
    PDF

2023

  1. JMLR
    Instance-dependent generalization bounds via optimal transport
    Songyan Hou, Parnian Kassraie, Anastasis Kratsios, and 2 more authors
    Journal of Machine Learning Research, 2023
    PDF

2022

  1. JRFM
    Deep partial hedging
    Songyan Hou, Thomas Krabichler, and Marcus Wunsch
    Journal of Risk and Financial Management, 2022
    PDF