Lukas Gonon
Ludwig-Maximilians-Universität München
H-index: 14
Europe-Germany
Top articles of Lukas Gonon
Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models
arXiv preprint arXiv:2309.14784
2023/9/26
Francesca Biagini
H-Index: 14
Lukas Gonon
H-Index: 8
Universal approximation theorem and error bounds for quantum neural networks and quantum reservoirs
arXiv preprint arXiv:2307.12904
2023/7/24
Lukas Gonon
H-Index: 8
Antoine Jacquier
H-Index: 18
Infinite-dimensional reservoir computing
arXiv preprint arXiv:2304.00490
2023/4/2
THE ANNALS
The Annals of Probability
2023/3
Approximation bounds for random neural networks and reservoir systems
The Annals of Applied Probability
2023/2
Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations
Analysis and Applications
2023/1/28
Lukas Gonon
H-Index: 8
The necessity of depth for artificial neural networks to approximate certain classes of smooth and bounded functions without the curse of dimensionality
arXiv preprint arXiv:2301.08284
2023/1/19
Lukas Gonon
H-Index: 8
Arnulf Jentzen
H-Index: 33
Neural network approximation for superhedging prices
Mathematical Finance
2023/1
Francesca Biagini
H-Index: 14
Lukas Gonon
H-Index: 8
Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality
Journal of Machine Learning Research
2023
Lukas Gonon
H-Index: 8
Detecting asset price bubbles using deep learning
arXiv preprint arXiv:2210.01726
2022/10/4
Francesca Biagini
H-Index: 14
Lukas Gonon
H-Index: 8
Uniform error estimates for artificial neural network approximations for heat equations
IMA Journal of Numerical Analysis
2022/7/16
Reservoir kernels and Volterra series
arXiv preprint arXiv:2212.14641
2022/12/30
Deep neural network expressivity for optimal stopping problems
arXiv preprint arXiv:2210.10443
2022/10/19
Lukas Gonon
H-Index: 8
Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models
Finance and Stochastics
2021/10
Lukas Gonon
H-Index: 8
Expressive power of randomized signature
2021/9/27
Christa Cuchiero
H-Index: 14
Lukas Gonon
H-Index: 8
Lyudmila Grigoryeva
H-Index: 9
Juan-Pablo Ortega
H-Index: 14
Fading memory echo state networks are universal
Neural Networks
2021/6/1
Lukas Gonon
H-Index: 8
Juan-Pablo Ortega
H-Index: 14
Discrete-time signatures and randomness in reservoir computing
IEEE Transactions on Neural Networks and Learning Systems
2021/5/26
Christa Cuchiero
H-Index: 14
Lukas Gonon
H-Index: 8
Lyudmila Grigoryeva
H-Index: 9
Juan-Pablo Ortega
H-Index: 14
Asset pricing with general transaction costs: Theory and numerics
Mathematical Finance
2021/4
Lukas Gonon
H-Index: 8
Xiaofei Shi
H-Index: 3
Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker–Planck equations
Journal of Theoretical Probability
2021/3
Lukas Gonon
H-Index: 8
Memory and forecasting capacities of nonlinear recurrent networks
Physica D: Nonlinear Phenomena
2020/12/15
