Blanka Horvath

561 total citations
29 papers, 257 citations indexed

About

Blanka Horvath is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Blanka Horvath has authored 29 papers receiving a total of 257 indexed citations (citations by other indexed papers that have themselves been cited), including 18 papers in Finance, 12 papers in Economics and Econometrics and 8 papers in Management Science and Operations Research. Recurrent topics in Blanka Horvath's work include Stochastic processes and financial applications (14 papers), Financial Risk and Volatility Modeling (12 papers) and Complex Systems and Time Series Analysis (10 papers). Blanka Horvath is often cited by papers focused on Stochastic processes and financial applications (14 papers), Financial Risk and Volatility Modeling (12 papers) and Complex Systems and Time Series Analysis (10 papers). Blanka Horvath collaborates with scholars based in United Kingdom, United States and Switzerland. Blanka Horvath's co-authors include Archil Gulisashvili, Antoine Jacquier, Imanol Pérez Arribas, Hans Buehler, Ben Wood, Terry Lyons, Peter K. Friz, Christian Bayer, Josef Teichmann and Alessandro Gnoatto and has published in prestigious journals such as Nature, Magnetic Resonance Imaging and Journal of Applied Probability.

In The Last Decade

Blanka Horvath

26 papers receiving 237 citations

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author						Papers	Cites
Blanka Horvath	161	76	68	33	19	29	257
Hans Buehler	289 1.8×	113 1.5×	145 2.1×	48 1.5×	29 1.5×	17	384
Alec N. Kercheval	148 0.9×	114 1.5×	107 1.6×	31 0.9×	20 1.1×	19	273
Mathieu Rosenbaum	240 1.5×	151 2.0×	53 0.8×	35 1.1×	8 0.4×	33	417
Muneya Matsui	129 0.8×	72 0.9×	40 0.6×	36 1.1×	4 0.2×	30	228
N. Balakrishna	98 0.6×	51 0.7×	35 0.5×	30 0.9×	17 0.9×	43	246
Rolf Tschernig	134 0.8×	149 2.0×	47 0.7×	43 1.3×	22 1.2×	18	333
Elke Korn	169 1.0×	73 1.0×	63 0.9×	18 0.5×	12 0.6×	8	247
Christa Cuchiero	263 1.6×	75 1.0×	52 0.8×	11 0.3×	4 0.2×	25	315
Berend Roorda	66 0.4×	46 0.6×	73 1.1×	27 0.8×	3 0.2×	33	224
Leonardo Rojas‐Nandayapa	105 0.7×	25 0.3×	123 1.8×	26 0.8×	37 1.9×	19	260

Countries citing papers authored by Blanka Horvath

Since Specialization

Citations

This map shows the geographic impact of Blanka Horvath's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Blanka Horvath with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Blanka Horvath more than expected).

Fields of papers citing papers by Blanka Horvath

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Blanka Horvath. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Blanka Horvath. The network helps show where Blanka Horvath may publish in the future.

Co-authorship network of co-authors of Blanka Horvath

This figure shows the co-authorship network connecting the top 25 collaborators of Blanka Horvath. A scholar is included among the top collaborators of Blanka Horvath based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Blanka Horvath. Blanka Horvath is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Horvath, Blanka, et al.. (2024). Deep Learning: Foundations and Concepts. Quantitative Finance. 24(12). 1725–1727. 28 indexed citations

Horvath, Blanka, et al.. (2023). Robust Hedging GANs. SSRN Electronic Journal. 1 indexed citations

Horvath, Blanka, et al.. (2023). Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals. SSRN Electronic Journal. 2 indexed citations

Horvath, Blanka, et al.. (2023). A Hybrid Quantum Wasserstein GAN with Applications to Option Pricing. SSRN Electronic Journal. 1 indexed citations

Horvath, Blanka, et al.. (2023). Deep Kalman Filters Can Filter. SSRN Electronic Journal. 1 indexed citations

Horvath, Blanka, et al.. (2023). Non-adversarial Training of Neural SDEs with Signature Kernel Scores. SSRN Electronic Journal. 2 indexed citations

Horvath, Blanka. (2023). Golden jubilee for an iconic financial formula. Nature. 618(7964). 243–245. 1 indexed citations

Horvath, Blanka. (2022). Synthetic Data for Deep Learning. Quantitative Finance. 22(3). 423–425. 2 indexed citations

Gnoatto, Alessandro & Blanka Horvath. (2022). Mathematical Modeling and Computation in Finance: With Exercises and Python and Matlab Computer Codes. Quantitative Finance. 22(11). 1971–1972. 3 indexed citations

10.

Horvath, Blanka. (2021). Deep Hedging under Rough Volatility. MDPI (MDPI AG). 14 indexed citations

11.

Leppänen, Jenni, Henry W. Stone, David J. Lythgoe, Steven Williams, & Blanka Horvath. (2021). Sailing in rough waters: Examining volatility of fMRI noise. Magnetic Resonance Imaging. 78. 69–79. 1 indexed citations

12.

Horvath, Blanka, et al.. (2021). Deep Hedging under Rough Volatility. SSRN Electronic Journal. 3 indexed citations

13.

Horvath, Blanka, et al.. (2020). Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models. Quantitative Finance. 21(1). 11–27. 67 indexed citations

14.

Buehler, Hans, Blanka Horvath, Terry Lyons, Imanol Pérez Arribas, & Ben Wood. (2020). Generating Financial Markets With Signatures. SSRN Electronic Journal. 13 indexed citations

15.

Bayer, Christian, et al.. (2018). Short-time near-the-money skew in rough fractional volatility models. Quantitative Finance. 19(5). 779–798. 35 indexed citations

16.

Döring, Leif, Blanka Horvath, & Josef Teichmann. (2017). FUNCTIONAL ANALYTIC (IR-)REGULARITY PROPERTIES OF SABR-TYPE PROCESSES. International Journal of Theoretical and Applied Finance. 20(3). 1750013–1750013. 2 indexed citations

17.

Horvath, Blanka, et al.. (2017). Asymptotic Behaviour of Randomised Fractional Volatility Models. SSRN Electronic Journal. 1 indexed citations

18.

Döring, Leif, Blanka Horvath, & Josef Teichmann. (2017). Functional Analytic (Ir-)Regularity Properties of SABR-type Processes. SSRN Electronic Journal.

19.

Gulisashvili, Archil, Blanka Horvath, & Antoine Jacquier. (2015). Mass at zero in the uncorrelated SABR model and implied volatility\n asymptotics. arXiv (Cornell University). 7 indexed citations

20.

Gulisashvili, Archil, Blanka Horvath, & Antoine Jacquier. (2015). Mass at Zero and Small-Strike Implied Volatility Expansion in the SABR Model. SSRN Electronic Journal. 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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