Deep hedging H Buehler, L Gonon, J Teichmann, B Wood Quantitative Finance 19 (8), 1271-1291, 2019 | 386 | 2019 |
Reservoir computing universality with stochastic inputs L Gonon, JP Ortega IEEE transactions on neural networks and learning systems 31 (1), 100-112, 2019 | 111 | 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 | 73 | 2023 |
Fading memory echo state networks are universal L Gonon, JP Ortega Neural Networks 138, 10-13, 2021 | 56 | 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 | 56 | 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 | 48 | 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 | 46 | 2020 |
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 | 42 | 2021 |
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 | 41* | 2023 |
Risk bounds for reservoir computing L Gonon, L Grigoryeva, JP Ortega Journal of Machine Learning Research 21 (240), 1-61, 2020 | 40 | 2020 |
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 | 39 | 2021 |
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 | 37 | 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 | 25 | 2023 |
Memory and forecasting capacities of nonlinear recurrent networks L Gonon, L Grigoryeva, JP Ortega Physica D: Nonlinear Phenomena 414, 132721, 2020 | 25 | 2020 |
Asset pricing with general transaction costs: Theory and numerics L Gonon, J Muhle‐Karbe, X Shi Mathematical Finance 31 (2), 595-648, 2021 | 24 | 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 | 16 | 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 | 11 | 2019 |
Universal approximation theorem and error bounds for quantum neural networks and quantum reservoirs L Gonon, A Jacquier arXiv preprint arXiv:2307.12904, 2023 | 8 | 2023 |
On Skorokhod embeddings and Poisson equations L Döring, L Gonon, DJ Prömel, O Reichmann | 8 | 2019 |
Infinite-dimensional reservoir computing L Gonon, L Grigoryeva, JP Ortega arXiv preprint arXiv:2304.00490, 2023 | 7 | 2023 |