Items where Author is "Ruf, Johannes"

Number of items: 43.
  • Context-aware frequency-embedding networks for spatio-temporal portfolio selection. (2025) Liu, Ruirui; Huang, Huichou; Ruf, Johannes; Liu, Haoxian; Wu, Qingyao picture_as_pdf
  • Asset pricing with contrastive adversarial variational Bayes. (2025) Liu, Ruirui; Huang, Huichou; Ruf, Johannes picture_as_pdf
  • A composite generalization of Ville’s martingale theorem using e-processes. (2023) Ruf, Johannes; Larsson, Martin; Koolen, Wouter m.; Ramdas, Aaditya picture_as_pdf
  • A note on spurious model selection. (2022) Wang, Weiguan; Ruf, Johannes picture_as_pdf
  • Hedging with linear regressions and neural networks. (2022) Ruf, Johannes; Wang, Weiguan picture_as_pdf
  • Testing exchangeability:fork-convexity, supermartingales and e-processes. (2022) Ramdas, Aaditya; Ruf, Johannes; Larsson, Martin; M. Koolen, Wouter picture_as_pdf
  • Nonparametric identification of the mixed hazard model using martingale-based moments. (2020) Ruf, Johannes; Wolter, James Lewis picture_as_pdf
  • Weak tail conditions for local martingales. (2019) Hulley, Hardy; Ruf, Johannes
  • Financial models with defaultable numéraires. (2019) Fisher, Travis; Pulido, Sergio; Ruf, Johannes
  • Stochastic exponentials and logarithms on stochastic intervals: a survey. (2018) Larsson, Martin; Ruf, Johannes picture_as_pdf
  • Local martingales in discrete time. (2018) Prokaj, Vilmos; Ruf, Johannes
  • Volatility and arbitrage. (2018) Fernholz, E. Robert; Karatzas, Ioannis; Ruf, Johannes
  • Piecewise constant local martingales with bounded numbers of jumps. (2017) Ruf, Johannes
  • Trading strategies generated by Lyapunov functions. (2017) Karatzas, Ioannis; Ruf, Johannes
  • Distribution of the time to explosion for one-dimensional diffusions. (2016) Karatzas, Ioannis; Ruf, Johannes
  • A one-dimensional diffusion hits points fast. (2016) Bruggeman, Cameron; Ruf, Johannes
  • Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions. (2016) Karatzas, Ioannis; Ruf, Johannes
  • Supermartingales as Radon-Nikodym densities and related measure extensions. (2015) Perkowski, Nicolas; Ruf, Johannes
  • A weak convergence criterion for constructing changes of measure. (2015) Blanchet, Jose; Ruf, Johannes
  • The martingale property in the context of stochastic differential equations. (2015) Ruf, Johannes
  • The uniform integrability of Martingales. On a question by Alexander Cherny. (2015) Ruf, Johannes
  • Convergence in models with bounded expected relative hazard rates. (2014) Oyarzun, Carlos; Ruf, Johannes
  • On the hedging of options on exploding exchange rates. (2013) Carrol, Peter; Fisher, Travis; Ruf, Johannes
  • Convergence of local supermartingales. Larsson, Martin; Ruf, Johannes picture_as_pdf
  • Diversification, volatility, and surprising alpha. Banner, Adrian; Fernholz, Robert; Papathanakos, Vassilios; Ruf, Johannes; Schofield, David picture_as_pdf
  • Filtration shrinkage, the structure of deflators, and failure of market completeness. Kardaras, Constantinos; Ruf, Johannes picture_as_pdf
  • Generalized Lyapunov functions and functionally generated trading strategies. Ruf, Johannes; Xie, Kangjianan picture_as_pdf
  • Hexagon-net:heterogeneous cross-view aligned graph attention networks for implied volatility surface prediction. Liang, Kaiwei; Liu, Ruirui; Huang, Huichou; Ruf, Johannes; Zhao, Peilin; Wu, Qingyao picture_as_pdf
  • Impact of proportional transaction costs on systematically generated portfolios. Ruf, Johannes; Xie, Kangjianan picture_as_pdf
  • Larsson, Ramdas, and Ruf’s contribution to the Discussion of Safe Testing by Grünwald, de Heide, and Koolen. Larsson, Martin; Ramdas, Aaditya; Ruf, Johannes picture_as_pdf
  • Martin Larsson and Johannes Ruf’s contribution to the Discussion of ‘Estimating means of bounded random variables by betting’ by Waudby-Smith and Ramdas. Larsson, Martin; Ruf, Johannes picture_as_pdf
  • Martin Larsson, Aaditya Ramdas, and Johannes Ruf's contribution to the Discussion of 'Safe testing' by Grünwald, de Heide, and Koolen. Larsson, Martin; Ramdas, Aaditya; Ruf, Johannes
  • Minimum curvature flow and martingale exit times. Larsson, Martin; Ruf, Johannes picture_as_pdf
  • Neural networks for option pricing and hedging:a literature review. Ruf, Johannes; Wang, Weiguan picture_as_pdf
  • On augmenting the references section with a citation network visualization. Manggala, Putra; Atoyan, Tigran; Samosir, Gracia; Varsava, Jan; Ruf, Johannes
  • Projections of scaled bessel processes. Kardaras, Constantinos; Ruf, Johannes picture_as_pdf
  • Pure-jump semimartingales. Černý, Aleš; Ruf, Johannes picture_as_pdf
  • Relative arbitrage:sharp time horizons and motion by curvature. Larsson, Martin; Ruf, Johannes picture_as_pdf
  • Simplified calculus for semimartingales:multiplicative compensators and changes of measure. Černý, Aleš; Ruf, Johannes picture_as_pdf
  • Simplified stochastic calculus via semimartingale representations. Černý, Aleš; Ruf, Johannes picture_as_pdf
  • Simplified stochastic calculus with applications in economics and finance. Černý, Aleš; Ruf, Johannes picture_as_pdf
  • The impact of high stakes oral performance assessment on students’ approaches to learning:a case study. Paola, Iannone; Czichowsky, Christoph; Ruf, Johannes picture_as_pdf
  • The numeraire e-variable and reverse information projection. Larsson, Martin; Ramdas, Aaditya; Ruf, Johannes picture_as_pdf