Justin Sirignano

About Justin Sirignano

Justin Sirignano, With an exceptional h-index of 18 and a recent h-index of 18 (since 2020), a distinguished researcher at University of Illinois at Urbana-Champaign, specializes in the field of mathematical finance, finance, machine learning.

His recent articles reflect a diverse array of research interests and contributions to the field:

Large Eddy Simulation of Airfoil Flows Using Adjoint-Trained Deep Learning Closure Models

Physics-constrained deep learning-based model for non-equilibrium flows

Adjoint-Trained Deep-Learning Closures of the Navier–Stokes Equations for 2D Nonequilibrium Flows

Adjoint Optimization of the BGK Equation with an Embedded Neural Network for Reduced-Order Modeling of Hypersonic Flows

Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations

Weak Convergence Analysis of Online Neural Actor-Critic Algorithms

Deep Learning Closure of the Navier–Stokes Equations for Transition-Continuum Flows

Kernel limit of recurrent neural networks trained on ergodic data sequences

Justin Sirignano Information

University

Position

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Citations(all)

3597

Citations(since 2020)

3370

Cited By

1280

hIndex(all)

18

hIndex(since 2020)

18

i10Index(all)

20

i10Index(since 2020)

20

Email

University Profile Page

Google Scholar

Justin Sirignano Skills & Research Interests

mathematical finance

finance

machine learning

Top articles of Justin Sirignano

Large Eddy Simulation of Airfoil Flows Using Adjoint-Trained Deep Learning Closure Models

2024

Tom Hickling
Tom Hickling

H-Index: 1

Justin Sirignano
Justin Sirignano

H-Index: 13

Physics-constrained deep learning-based model for non-equilibrium flows

2024

Adjoint-Trained Deep-Learning Closures of the Navier–Stokes Equations for 2D Nonequilibrium Flows

2024

Adjoint Optimization of the BGK Equation with an Embedded Neural Network for Reduced-Order Modeling of Hypersonic Flows

2024

Marco Panesi
Marco Panesi

H-Index: 22

Justin Sirignano
Justin Sirignano

H-Index: 13

Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations

Mathematical Finance

2024/4

Ziheng Wang
Ziheng Wang

H-Index: 1

Justin Sirignano
Justin Sirignano

H-Index: 13

Weak Convergence Analysis of Online Neural Actor-Critic Algorithms

arXiv preprint arXiv:2403.16825

2024/3/25

Justin Sirignano
Justin Sirignano

H-Index: 13

Ziheng Wang
Ziheng Wang

H-Index: 1

Deep Learning Closure of the Navier–Stokes Equations for Transition-Continuum Flows

AIAA journal

2023/12

Justin Sirignano
Justin Sirignano

H-Index: 13

Marco Panesi
Marco Panesi

H-Index: 22

Kernel limit of recurrent neural networks trained on ergodic data sequences

arXiv preprint arXiv:2308.14555

2023/8/28

Justin Sirignano
Justin Sirignano

H-Index: 13

Konstantinos Spiliopoulos
Konstantinos Spiliopoulos

H-Index: 15

Deep learning closure models for large-eddy simulation of flows around bluff bodies

Journal of Fluid Mechanics

2023/7

Justin Sirignano
Justin Sirignano

H-Index: 13

Neural Q-learning for solving PDEs

Journal of Machine Learning Research

2023/6/19

Justin Sirignano
Justin Sirignano

H-Index: 13

PDE-constrained models with neural network terms: Optimization and global convergence

Journal of Computational Physics

2023/5/15

Justin Sirignano
Justin Sirignano

H-Index: 13

Konstantinos Spiliopoulos
Konstantinos Spiliopoulos

H-Index: 15

Global Convergence of Deep Galerkin and PINNs Methods for Solving Partial Differential Equations

arXiv preprint arXiv:2305.06000

2023/5/10

Justin Sirignano
Justin Sirignano

H-Index: 13

Dynamic Deep Learning LES Closures: Online Optimization With Embedded DNS

arXiv preprint arXiv:2303.02338

2023/3/4

Justin Sirignano
Justin Sirignano

H-Index: 13

Entropy-stable Deep Learning for Navier–Stokes Predictions of Transitional-regime Flows

2023

Justin Sirignano
Justin Sirignano

H-Index: 13

Marco Panesi
Marco Panesi

H-Index: 22

A forward propagation algorithm for online optimization of nonlinear stochastic differential equations

arXiv preprint arXiv:2207.04496

2022/7/10

Ziheng Wang
Ziheng Wang

H-Index: 1

Justin Sirignano
Justin Sirignano

H-Index: 13

Online adjoint methods for optimization of PDEs

Applied Mathematics & Optimization

2022/4

Justin Sirignano
Justin Sirignano

H-Index: 13

Konstantinos Spiliopoulos
Konstantinos Spiliopoulos

H-Index: 15

Asymptotics of reinforcement learning with neural networks

Stochastic Systems

2022/3

Justin Sirignano
Justin Sirignano

H-Index: 13

Konstantinos Spiliopoulos
Konstantinos Spiliopoulos

H-Index: 15

Deep Learning Closure of the Navier--Stokes Equations for Transitional Flows

2022

Justin Sirignano
Justin Sirignano

H-Index: 13

Marco Panesi
Marco Panesi

H-Index: 22

Global convergence of the ode limit for online actor-critic algorithms in reinforcement learning

arXiv preprint arXiv:2108.08655

2021/8/19

Ziheng Wang
Ziheng Wang

H-Index: 1

Justin Sirignano
Justin Sirignano

H-Index: 13

Deep learning for mortgage risk

Journal of Financial Econometrics

2021/6/1

Kay Giesecke
Kay Giesecke

H-Index: 23

Justin Sirignano
Justin Sirignano

H-Index: 13

See List of Professors in Justin Sirignano University(University of Illinois at Urbana-Champaign)