Deep hedging H Buehler, L Gonon, J Teichmann, B Wood Quantitative Finance 19 (8), 1271-1291, 2019 | 452 | 2019 |
Reservoir computing universality with stochastic inputs L Gonon, JP Ortega IEEE transactions on neural networks and learning systems 31 (1), 100-112, 2019 | 122 | 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 | 94 | 2023 |
Fading memory echo state networks are universal L Gonon, JP Ortega Neural Networks 138, 10-13, 2021 | 66 | 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 | 61 | 2019 |
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 | 54* | 2023 |
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 | 52 | 2020 |
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 | 51 | 2012 |
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 | 49 | 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 | 45 | 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 | 44 | 2022 |
Risk bounds for reservoir computing L Gonon, L Grigoryeva, JP Ortega Journal of Machine Learning Research 21 (240), 1-61, 2020 | 44 | 2020 |
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 | 43 | 2023 |
Memory and forecasting capacities of nonlinear recurrent networks L Gonon, L Grigoryeva, JP Ortega Physica D: Nonlinear Phenomena 414, 132721, 2020 | 31 | 2020 |
Asset pricing with general transaction costs: Theory and numerics L Gonon, J Muhle‐Karbe, X Shi Mathematical Finance 31 (2), 595-648, 2021 | 26 | 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 | 20 | 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 | 16 | 2019 |
Universal approximation theorem and error bounds for quantum neural networks and quantum reservoirs L Gonon, A Jacquier arXiv preprint arXiv:2307.12904, 2023 | 13 | 2023 |
Infinite-dimensional reservoir computing L Gonon, L Grigoryeva, JP Ortega Neural Networks 179, 106486, 2024 | 11 | 2024 |
Reservoir kernels and Volterra series L Gonon, L Grigoryeva, JP Ortega arXiv preprint arXiv:2212.14641, 2022 | 9 | 2022 |