David Hirnschall

Vienna University of Economics and Business

David Hirnschall is currently pursuing a PhD in Mathematics in Economics and Business at Vienna University of Economics and Business (WU Vienna). He holds B.Sc. and M.Sc. degrees in Financial and Actuarial Mathematics from TU Wien. His research lies at the intersection of financial mathematics, machine learning, and risk management, with a particular focus on sequential data modeling, signature-based representations, and log-signatures in statistical learning. Alongside his academic work, he works as a credit risk manager at an internationally operating bank.

Articles by David Hirnschall

Journals

The log-signature-based time series Wasserstein generative adversarial network

This paper puts forward a method using neural networks to minimize the Wasserstein distance between log signatures to reduce the target dimension of the generator and increase performance

22 Jul 2026

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