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Gonon, Lukas
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1

Detecting asset price bubbles using deep learning:

Biagini, Francesca ; Gonon, Lukas ; Mazzon, Andrea.
Mathematical Finance.  , 2024
Link: https://doi.org/10.1111/..
 
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2

Infinite-dimensional reservoir computing:

Gonon, Lukas ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo
Neural Networks.  179 (2024)  - p. 106486 , 2024
Link: https://doi.org/10.1016/..
 
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3

Deep neural network expressivity for optimal stopping probl..:

Gonon, Lukas
Finance and Stochastics.  28 (2024)  3 - p. 865-910 , 2024
Link: https://doi.org/10.1007/..
 
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4

Approximation Rates for Deep Calibration of (Rough) Stochas..:

Biagini, Francesca ; Gonon, Lukas ; Walter, Niklas
SIAM Journal on Financial Mathematics.  15 (2024)  3 - p. 734-784 , 2024
Link: https://doi.org/10.1137/..
 
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5

Neural network approximation for superhedging prices:

Biagini, Francesca ; Gonon, Lukas ; Reitsam, Thomas
Mathematical Finance.  33 (2022)  1 - p. 146-184 , 2022
Link: https://doi.org/10.1111/..
 
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6

Discrete-Time Signatures and Randomness in Reservoir Comput..:

Cuchiero, Christa ; Gonon, Lukas ; Grigoryeva, Lyudmila..
IEEE Transactions on Neural Networks and Learning Systems.  33 (2022)  11 - p. 6321-6330 , 2022
Link: https://doi.org/10.1109/..
 
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7

Fading memory echo state networks are universal:

Gonon, Lukas ; Ortega, Juan-Pablo
Neural Networks.  138 (2021)  - p. 10-13 , 2021
Link: https://doi.org/10.1016/..
 
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8

Asset pricing with general transaction costs: Theory and nu..:

Gonon, Lukas ; Muhle‐Karbe, Johannes ; Shi, Xiaofei
Mathematical Finance.  31 (2021)  2 - p. 595-648 , 2021
Link: https://doi.org/10.1111/..
 
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9

Deep ReLU network expression rates for option prices in hig..:

Gonon, Lukas ; Schwab, Christoph
Finance and Stochastics.  25 (2021)  4 - p. 615-657 , 2021
Link: https://doi.org/10.1007/..
 
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10

Uniform error estimates for artificial neural network appro..:

Gonon, Lukas ; Grohs, Philipp ; Jentzen, Arnulf..
IMA Journal of Numerical Analysis.  42 (2021)  3 - p. 1991-2054 , 2021
Link: https://doi.org/10.1093/..
 
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11

Memory and forecasting capacities of nonlinear recurrent ne..:

Gonon, Lukas ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo
Physica D: Nonlinear Phenomena.  414 (2020)  - p. 132721 , 2020
Link: https://doi.org/10.1016/..
 
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12

Linearized filtering of affine processes using stochastic R..:

Gonon, Lukas ; Teichmann, Josef
Stochastic Processes and their Applications.  130 (2020)  1 - p. 394-430 , 2020
Link: https://doi.org/10.1016/..
 
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13

ON SKOROKHOD EMBEDDINGS AND POISSON EQUATIONS:

Döring, Leif ; Gonon, Lukas ; Prömel, David J..
The Annals of Applied Probability.  29 (2019)  4 - p. 2302-2337 , 2019
Link: https://www.jstor.org/st..
 
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14

Existence and Uniqueness Results for Time-Inhomogeneous Tim..:

Döring, Leif ; Gonon, Lukas ; Prömel, David J..
Journal of Theoretical Probability.  34 (2019)  1 - p. 173-205 , 2019
Link: https://doi.org/10.1007/..
 
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15

The necessity of depth for artificial neural networks to ap..:

Gonon, Lukas ; Graeber, Robin ; Jentzen, Arnulf
http://arxiv.org/abs/2301.08284.  , 2023
Link: http://arxiv.org/abs/230..
 
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