Lukas Gonon

Available identifiers

zbMath Open gonon.lukasMaRDI QIDQ2033964

List of research outcomes

Publication	Date of Publication	Type
Asset pricing with general transaction costs: Theory and numerics	2023-09-28	Paper
Neural network approximation for superhedging prices	2023-09-28	Paper
Fading memory echo state networks are universal	2023-09-28	Paper
Universal Approximation Theorem and error bounds for quantum neural networks and quantum reservoirs	2023-07-24	Paper
Approximation bounds for random neural networks and reservoir systems	2023-06-05	Paper
Infinite-dimensional reservoir computing	2023-04-02	Paper
Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations	2023-02-10	Paper
The necessity of depth for artificial neural networks to approximate certain classes of smooth and bounded functions without the curse of dimensionality	2023-01-19	Paper
Deep neural network expressivity for optimal stopping problems	2022-10-19	Paper
Uniform error estimates for artificial neural network approximations for heat equations	2022-07-26	Paper
Memory and forecasting capacities of nonlinear recurrent networks	2022-03-16	Paper
Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models	2021-11-02	Paper
On existence and uniqueness properties for solutions of stochastic fixed point equations	2021-06-18	Paper
Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality	2021-06-14	Paper
https://portal.mardi4nfdi.de/entity/Q5149035	2021-02-05	Paper
Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations	2021-02-04	Paper
Discrete-time signatures and randomness in reservoir computing	2020-09-17	Paper
Overcoming the curse of dimensionality in the numerical approximation of high-dimensional semilinear elliptic partial differential equations	2020-03-01	Paper
Linearized filtering of affine processes using stochastic Riccati equations	2020-01-24	Paper
On Skorokhod embeddings and Poisson equations	2019-10-22	Paper
EVOLUTION OF FIRM SIZE	2014-09-25	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

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