Justin A. Sirignano

Available identifiers

zbMath Open sirignano.justin-aWikidataQ102435573 ScholiaQ102435573MaRDI QIDQ402478

List of research outcomes

Publication	Date of Publication	Type
Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations	2024-03-14	Paper
Kernel Limit of Recurrent Neural Networks Trained on Ergodic Data Sequences	2023-08-28	Paper
Deep learning closure models for large-eddy simulation of flows around bluff bodies	2023-07-11	Paper
Global Convergence of Deep Galerkin and PINNs Methods for Solving Partial Differential Equations	2023-05-10	Paper
PDE-constrained models with neural network terms: optimization and global convergence	2023-04-26	Paper
A Forward Propagation Algorithm for Online Optimization of Nonlinear Stochastic Differential Equations	2022-07-10	Paper
Asymptotics of Reinforcement Learning with Neural Networks	2022-06-24	Paper
Mean Field Analysis of Deep Neural Networks	2022-05-17	Paper
Online adjoint methods for optimization of PDEs	2022-04-22	Paper
DPM: a deep learning PDE augmentation method with application to large-eddy simulation	2022-04-14	Paper
Neural Q-learning for solving PDEs	2022-03-31	Paper
Online Adjoint Methods for Optimization of PDEs	2021-01-23	Paper
Stochastic Gradient Descent in Continuous Time: A Central Limit Theorem	2020-09-04	Paper
Inference for large financial systems	2020-05-14	Paper
Mean Field Analysis of Neural Networks: A Law of Large Numbers	2020-03-11	Paper
Mean field analysis of neural networks: a central limit theorem	2020-02-24	Paper
Universal features of price formation in financial markets: perspectives from deep learning	2019-09-26	Paper
Deep learning for limit order books	2019-09-26	Paper
DGM: a deep learning algorithm for solving partial differential equations	2019-07-11	Paper
Scaling Limit of Neural Networks with the Xavier Initialization and Convergence to a Global Minimum	2019-07-09	Paper
Book Reviews	2018-08-14	Paper
Stochastic Gradient Descent in Continuous Time	2018-03-12	Paper
Large-Scale Loan Portfolio Selection	2017-01-26	Paper
LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT	2015-02-20	Paper
Fluctuation analysis for the loss from default	2014-08-28	Paper

Research outcomes over time

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