Lukas Gonon
Lukas Gonon
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Zitiert von
Zitiert von
Deep hedging
H Buehler, L Gonon, J Teichmann, B Wood
Quantitative Finance 19 (8), 1271-1291, 2019
Reservoir computing universality with stochastic inputs
L Gonon, JP Ortega
IEEE transactions on neural networks and learning systems 31 (1), 100-112, 2019
Approximation bounds for random neural networks and reservoir systems
L Gonon, L Grigoryeva, JP Ortega
The Annals of Applied Probability 33 (1), 28-69, 2023
Fading memory echo state networks are universal
L Gonon, JP Ortega
Neural Networks 138, 10-13, 2021
Deep hedging: hedging derivatives under generic market frictions using reinforcement learning
H Buehler, L Gonon, J Teichmann, B Wood, B Mohan, J Kochems
Swiss Finance Institute Research Paper, 2019
Online model estimation of ultra-wideband TDOA measurements for mobile robot localization
A Prorok, L Gonon, A Martinoli
2012 IEEE International Conference on Robotics and Automation, 807-814, 2012
Overcoming the curse of dimensionality in the numerical approximation of high-dimensional semilinear elliptic partial differential equations
C Beck, L Gonon, A Jentzen
arXiv preprint arXiv:2003.00596, 2020
Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations
L Gonon, C Schwab
Analysis and Applications 21 (01), 1-47, 2023
Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models
L Gonon, C Schwab
Finance and Stochastics 25 (4), 615-657, 2021
Discrete-time signatures and randomness in reservoir computing
C Cuchiero, L Gonon, L Grigoryeva, JP Ortega, J Teichmann
IEEE Transactions on Neural Networks and Learning Systems 33 (11), 6321-6330, 2021
Risk bounds for reservoir computing
L Gonon, L Grigoryeva, JP Ortega
Journal of Machine Learning Research 21 (240), 1-61, 2020
Uniform error estimates for artificial neural network approximations for heat equations
L Gonon, P Grohs, A Jentzen, D Kofler, D Šiška
IMA Journal of Numerical Analysis 42 (3), 1991-2054, 2022
Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality
L Gonon
Journal of Machine Learning Research 24 (189), 1-51, 2023
Memory and forecasting capacities of nonlinear recurrent networks
L Gonon, L Grigoryeva, JP Ortega
Physica D: Nonlinear Phenomena 414, 132721, 2020
Asset pricing with general transaction costs: Theory and numerics
L Gonon, J Muhle‐Karbe, X Shi
Mathematical Finance 31 (2), 595-648, 2021
Expressive power of randomized signature
C Cuchiero, L Gonon, L Grigoryeva, JP Ortega, J Teichmann
The Symbiosis of Deep Learning and Differential Equations, 2021
On existence and uniqueness properties for solutions of stochastic fixed point equations
C Beck, L Gonon, M Hutzenthaler, A Jentzen
arXiv preprint arXiv:1908.03382, 2019
Universal approximation theorem and error bounds for quantum neural networks and quantum reservoirs
L Gonon, A Jacquier
arXiv preprint arXiv:2307.12904, 2023
On Skorokhod embeddings and Poisson equations
L Döring, L Gonon, DJ Prömel, O Reichmann
Infinite-dimensional reservoir computing
L Gonon, L Grigoryeva, JP Ortega
arXiv preprint arXiv:2304.00490, 2023
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