Large Portfolio Asymptotics for Loss From Default
Giesecke, K
Spiliopoulos, K
Sowers, R
Sirignano, J
(06 Sep 2011)
Fluctuation Analysis for the Loss From Default
Spiliopoulos, K
Sirignano, J
Giesecke, K
(04 Apr 2013)
Stochastic Gradient Descent in Continuous Time
Sirignano, J
Spiliopoulos, K
(16 Nov 2016)
DGM: A deep learning algorithm for solving partial differential equations
Sirignano, J
Spiliopoulos, K
(24 Aug 2017)
Stochastic Gradient Descent in Continuous Time: A Central Limit Theorem
Sirignano, J
Spiliopoulos, K
(11 Oct 2017)
Deep Learning for Limit Order Books
Sirignano, J
(08 Jan 2016)
Deep Learning for Mortgage Risk
Sirignano, J
Sadhwani, A
Giesecke, K
(08 Jul 2016)
Mean Field Analysis of Neural Networks: A Central Limit Theorem
Sirignano, J
Spiliopoulos, K
(28 Aug 2018)
Mean Field Analysis of Deep Neural Networks
Sirignano, J
Spiliopoulos, K
(11 Mar 2019)
Mean Field Analysis of Neural Networks: A Law of Large Numbers
Sirignano, J
Spiliopoulos, K
(02 May 2018)