Scholar
Paul Hager
Google Scholar ID: Gyxk54EAAAAJ
University of Vienna
Citations & Impact
Citations
134
H-index
5
i10-index
5
Publications
10
Co-authors
8
list available
Contact
Publications
Browse publications on Google Scholar (top-right) ↗
Resume (English only)
Academic Achievements
- Preprint: 'On expected signatures and signature cumulants in semimartingale models' (arXiv, September 2024)
- Preprint: 'Stochastic Control with Signatures' (arXiv, June 2024)
- Preprint: 'A Mean-Field Game of Market Entry: Portfolio Liquidation with Trading Constraints' (arXiv, March 2024)
- Publication: 'Mean-Field Liquidation Games with Market Drop-out', Mathematical Finance (January 2024)
- Publication: 'Optimal stopping with signatures', Annals of Applied Probability (February 2023)
- Publication: 'Reinforced optimal control', Communications in Mathematical Sciences (2022)
- Publication: 'Unified Signature Cumulants and Generalized Magnus Expansions', Forum of Mathematics, Sigma (2022)
- Publication: 'The multiplicative chaos of H = 0 fractional Brownian fields', Annals of Applied Probability (June 2022)
- Publication: 'Randomized optimal stopping algorithms and their convergence analysis', SIAM Journal on Financial Mathematics (2021)
- Delivered a mini-course on 'Machine Learning Methods in Finance' at KAUST (May 2022)
