Blanka Horvath

Technical University Munich

  • Joined May 2021

Names

Blanka Horvath (Preferred)

Emails

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

Education & Career History

Assistant Professor
Technical University Munich (tum.de)
20212021
 
Visiting Researcher
Alan Turing Institute (turing.ac.uk)
20192021
 
Lecturer
King's College London (kcl.ac.uk)
20182021
 

Advisors, Relations & Conflicts

Social/Coworker/Coauthor Postdoc
Antoine(Jack) Jacquier
20142019
 
PhD Advisor
Josef Teichmann
20112015
 
PhD Advisor
Johannes Muhle-Karbe
20112015
 

Expertise

regime detection, outlier detection
20202021
 
data anonymisation
20202021
 
deep pricing, deep calibration, deep hedging
20182021
 
market generation, generative modelling for financial time series
20182021