| Publication | Date of Publication | Type |
|---|
Detecting asset price bubbles using deep learning
Mathematical Finance | 2025-01-20 | Paper |
Overcoming the curse of dimensionality in the numerical approximation of high-dimensional semilinear elliptic partial differential equations
SN Partial Differential Equations and Applications | 2024-11-29 | Paper |
Approximation rates for deep calibration of (rough) stochastic volatility models
SIAM Journal on Financial Mathematics | 2024-09-17 | Paper |
Deep neural network expressivity for optimal stopping problems
Finance and Stochastics | 2024-07-02 | Paper |
Asset pricing with general transaction costs: Theory and numerics
Mathematical Finance | 2023-09-28 | Paper |
Fading memory echo state networks are universal
Neural Networks | 2023-09-28 | Paper |
Neural network approximation for superhedging prices
Mathematical Finance | 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
The Annals of Applied Probability | 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
Analysis and Applications | 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
IMA Journal of Numerical Analysis | 2022-07-26 | Paper |
Memory and forecasting capacities of nonlinear recurrent networks
Physica D | 2022-03-16 | Paper |
Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models
Finance and Stochastics | 2021-11-02 | Paper |
On existence and uniqueness properties for solutions of stochastic fixed point equations
Discrete and Continuous Dynamical Systems. Series B | 2021-06-18 | Paper |
Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality
| 2021-06-14 | Paper |
scientific article; zbMATH DE number 7306919 (Why is no real title available?)
| 2021-02-05 | Paper |
Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations
Journal of Theoretical Probability | 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
Stochastic Processes and their Applications | 2020-01-24 | Paper |
On Skorokhod embeddings and Poisson equations
The Annals of Applied Probability | 2019-10-22 | Paper |
EVOLUTION OF FIRM SIZE
International Journal of Theoretical and Applied Finance | 2014-09-25 | Paper |
