Articles by Blanka Horvath
From Navier-Stokes to manuscripts by the kilo: AI’s impact on quant research
As AI produces results in bulk, finance needs trusted ways to assess provenance, reliability and significance
Clustering market regimes using the Wasserstein distance
The authors apply Wasserstein distance and barycenter to the k-means clustering algorithm, validating their proposed method both qualitatively and quantitatively.
The data anonymiser
Non-parametric approaches anonymise datasets while reproducing their statistical properties