Christian Schwarz

affiliation not provided to SSRN

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1.

The Market Generator

Number of pages: 16 Posted: 31 May 2019 Last Revised: 28 Jan 2020
Alexei Kondratyev and Christian Schwarz
Abu Dhabi Investment Authority and affiliation not provided to SSRN
Downloads 1,934 (11,934)
Citation 12

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Restricted Boltzmann Machine, non-parametric sampling, generation of market scenarios, complex dependence structures

2.

Data Anonymisation, Outlier Detection and Fighting Overfitting with Restricted Boltzmann Machines

Number of pages: 27 Posted: 24 Feb 2020
Alexei Kondratyev, Christian Schwarz and Blanka Horvath
Abu Dhabi Investment Authority, affiliation not provided to SSRN and ETH Zürich - Department of Mathematics
Downloads 574 (67,559)
Citation 4

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Restricted Boltzmann Machine, non-parametric sampling, synthetic data generation, data anonymisation, detection of outliers, reduction of overfitting