Samuel N. Cohen
University of Oxford
H-index: 17
Europe-United Kingdom
Top articles of Samuel N. Cohen
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Generalization Error of Graph Neural Networks in the Mean-field Regime | arXiv preprint arXiv:2402.07025 | Gholamali Aminian Yixuan He Gesine Reinert Łukasz Szpruch Samuel N Cohen | 2024/2/10 |
Subtle variation in sepsis-III definitions markedly influences predictive performance within and across methods | Scientific Reports | Samuel N Cohen James Foster Peter Foster Hang Lou Terry Lyons | 2024/1/22 |
Mean-field analysis of generalization errors | arXiv preprint arXiv:2306.11623 | Gholamali Aminian Samuel N Cohen Łukasz Szpruch | 2023/6/20 |
The Economics of Interest Rate Models in Decentralised Lending Protocols | Available at SSRN | Samuel N Cohen Leandro Sánchez-Betancourt Lukasz Szpruch | 2023/11/20 |
Exponential contractions and robustness for approximate Wonham filters | arXiv preprint arXiv:2305.02256 | Samuel N Cohen Eliana Fausti | 2023/5/3 |
Neural Q-learning for solving PDEs | Journal of Machine Learning Research | Samuel N Cohen Deqing Jiang Justin Sirignano | 2023/6/19 |
Optimal adaptive control with separable drift uncertainty | arXiv preprint arXiv:2309.07091 | Samuel N Cohen Christoph Knochenhauer Alexander Merkel | 2023/9/13 |
Inefficiency of CFMs: hedging perspective and agent-based simulations | Samuel N Cohen Marc Sabaté-Vidales David Šiška Łukasz Szpruch | 2023/5/1 | |
Nowcasting with signature methods | arXiv preprint arXiv:2305.10256 | Samuel N Cohen Silvia Lui Will Malpass Giulia Mantoan Lars Nesheim | 2023/5/17 |
Hyperbolic contractivity and the Hilbert metric on probability measures | arXiv preprint arXiv:2309.02413 | Samuel N Cohen Eliana Fausti | 2023/9/5 |
Arbitrage-free neural-SDE market models | Applied Mathematical Finance | Samuel N Cohen Christoph Reisinger Sheng Wang | 2023/1/2 |
Black-box model risk in finance | arXiv preprint arXiv:2102.04757 | Samuel N Cohen Derek Snow Lukasz Szpruch | 2021/2/9 |
The paradox of adversarial liquidation in decentralised lending | Available at SSRN 4540333 | Samuel N Cohen Marc Sabate-Vidales Lukasz Szpruch Mathis Gontier Delaunay | 2023/8/14 |
Reflected backward stochastic difference equations and optimal stopping problems under g-expectation | arXiv preprint arXiv:1305.0887 | Lifen An Samuel N Cohen Shaolin Ji | 2013/5/4 |
Global Convergence of Deep Galerkin and PINNs Methods for Solving Partial Differential Equations | arXiv preprint arXiv:2305.06000 | Deqing Jiang Justin Sirignano Samuel N Cohen | 2023/5/10 |
Hedging option books using neural-SDE market models | Applied Mathematical Finance | C Reisinger SN Cohen S Wang | 2023/6/21 |
Statistical predictions of trading strategies in electronic markets | Available at SSRN 4442770 | Álvaro Cartea Samuel N Cohen Rob Graumans Saad Labyad Leandro Sánchez-Betancourt | 2023/5/9 |
A framework for auditable synthetic data generation | arXiv preprint arXiv:2211.11540 | Florimond Houssiau Samuel N Cohen Lukasz Szpruch Owen Daniel Michaela G Lawrence | 2022/11/21 |
Tapas: a toolbox for adversarial privacy auditing of synthetic data | arXiv preprint arXiv:2211.06550 | Florimond Houssiau James Jordon Samuel N Cohen Owen Daniel Andrew Elliott | 2022/11/12 |
Synthetic Data--what, why and how? | arXiv preprint arXiv:2205.03257 | James Jordon Lukasz Szpruch Florimond Houssiau Mirko Bottarelli Giovanni Cherubin | 2022/5/6 |
Co-Authors
