DGM: A deep learning algorithm for solving partial differential equations
Sirignano, J
Spiliopoulos, K
(24 Aug 2017)
doi:10.48550/arxiv.1708.07469
Stochastic Gradient Descent in Continuous Time: A Central Limit Theorem
Sirignano, J
Spiliopoulos, K
(11 Oct 2017)
doi:10.48550/arxiv.1710.04273
Deep Learning for Limit Order Books
Sirignano, J
(08 Jan 2016)
doi:10.48550/arxiv.1601.01987
Deep Learning for Mortgage Risk
Sirignano, J
Sadhwani, A
Giesecke, K
(08 Jul 2016)
doi:10.48550/arxiv.1607.02470
Mean Field Analysis of Neural Networks: A Central Limit Theorem
Sirignano, J
Spiliopoulos, K
(28 Aug 2018)
doi:10.48550/arxiv.1808.09372
Mean Field Analysis of Deep Neural Networks
Sirignano, J
Spiliopoulos, K
(11 Mar 2019)
doi:10.48550/arxiv.1903.04440
Mean Field Analysis of Neural Networks: A Law of Large Numbers
Sirignano, J
Spiliopoulos, K
(02 May 2018)
doi:10.48550/arxiv.1805.01053
Scaling Limit of Neural Networks with the Xavier Initialization and Convergence to a Global Minimum
Sirignano, J
Spiliopoulos, K
(09 Jul 2019)
doi:10.48550/arxiv.1907.04108
Asymptotics of Reinforcement Learning with Neural Networks
Sirignano, J
Spiliopoulos, K
(13 Nov 2019)
doi:10.48550/arxiv.1911.07304
DPM: A deep learning PDE augmentation method (with application to large-eddy simulation)
Freund, J
MacArt, J
Sirignano, J
(20 Nov 2019)
doi:10.48550/arxiv.1911.09145