publications

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

2024

  1. arXiv
    Time-Causal VAE: Robust Financial Time Series Generator
    Beatrice Acciaio, Stephan Eckstein, and Songyan Hou
    arXiv preprint arXiv:2411.02947, 2024
    PDF Code
  2. AAP
    Convergence of Adapted Empirical Measures on \(R^d \)
    Beatrice Acciaio, and Songyan Hou
    Annals of Applied Probability, 2024
    PDF
  3. arXiv
    Convergence of the Adapted Smoothed Empirical Measures
    Songyan Hou
    arXiv preprint arXiv:2401.14883, 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