Chaotic Hedging with Iterated Integrals and Neural Networks

21 September 2022

Papers citing "Chaotic Hedging with Iterated Integrals and Neural Networks"

7 / 7 papers shown

Title
Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs Ariel Neufeld Philipp Schmocker Sizhou Wu 37 7 0 08 May 2024
Global universal approximation of functional input maps on weighted spaces Christa Cuchiero Philipp Schmocker Josef Teichmann 16 21 0 05 Jun 2023
Infinite-dimensional reservoir computing Lukas Gonon Lyudmila Grigoryeva Juan-Pablo Ortega 34 8 0 02 Apr 2023
A Brief Survey on the Approximation Theory for Sequence Modelling Hao Jiang Qianxiao Li Zhong Li Shida Wang AI4TS 28 12 0 27 Feb 2023
$Langevin dynamics based algorithm e-TH$\varepsilon$O POULA for stochastic optimization problems with discontinuous stochastic gradient$ Langevin dynamics based algorithm e-TH $\varepsilon$ O POULA for stochastic optimization problems with discontinuous stochastic gradient Dongjae Lim Ariel Neufeld Sotirios Sabanis Ying Zhang 14 6 0 24 Oct 2022
Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis Luca Galimberti Anastasis Kratsios Giulia Livieri OOD 28 14 0 24 Oct 2022
Non-asymptotic estimates for TUSLA algorithm for non-convex learning with applications to neural networks with ReLU activation function Dongjae Lim Ariel Neufeld Sotirios Sabanis Ying Zhang 34 19 0 19 Jul 2021