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Lukas Gonon

Fast Deep Hedging with Second-Order Optimization

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Oct 29, 2024
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An Overview on Machine Learning Methods for Partial Differential Equations: from Physics Informed Neural Networks to Deep Operator Learning

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Aug 23, 2024
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Variance Norms for Kernelized Anomaly Detection

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Jul 16, 2024
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Universal randomised signatures for generative time series modelling

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Jun 14, 2024
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Universal Approximation Theorem and error bounds for quantum neural networks and quantum reservoirs

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Jul 24, 2023
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Infinite-dimensional reservoir computing

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Apr 02, 2023
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The necessity of depth for artificial neural networks to approximate certain classes of smooth and bounded functions without the curse of dimensionality

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Jan 19, 2023
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Reservoir kernels and Volterra series

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Dec 30, 2022
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Deep neural network expressivity for optimal stopping problems

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Oct 19, 2022
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Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality

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Jun 14, 2021
Figure 1 for Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality
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