Blanka Horvath

Joined
May 2021

Names

Blanka Horvath (Preferred)

Emails

****@kcl.ac.uk (Confirmed)

Personal Links

Career & Education History

Assistant Professor
Technical University Munich (tum.de)
2021 – 2021
Visiting Researcher
Alan Turing Institute (turing.ac.uk)
2019 – 2021
Lecturer
King's College London (kcl.ac.uk)
2018 – 2021

Advisors, Relations & Conflicts

Social/Coworker/Coauthor Postdoc
Antoine(Jack) Jacquier
2014 – 2019
PhD Advisor
Josef Teichmann
2011 – 2015
PhD Advisor
Johannes Muhle-Karbe
2011 – 2015

Expertise

regime detection
, 
outlier detection
2020 – 2021
data anonymisation
2020 – 2021
deep pricing
, 
deep calibration
, 
deep hedging
2018 – 2021
market generation
, 
generative modelling for financial time series
2018 – 2021

Publications

Co-Authors