Christian Schwarz

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

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5

Scholarly Papers (2)

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 2,406 (10,497)
Citation 12

Abstract:

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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 Mathematical Institute, University of Oxford and Oxford Man Institute
Downloads 722 (62,036)
Citation 4

Abstract:

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