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Veröffentlichungsdatum
Anzahl der Publikationen: 24
2025
Biagini, Francesca 
ORCID: https://orcid.org/0000-0001-9801-5259; Gonon, Lukas ORCID: https://orcid.org/0000-0003-3367-2455; Mazzon, Andrea und Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983
(Januar 2025):
Detecting asset price bubbles using deep learning.
In: Mathematical Finance, Bd. 35, Nr. 1: S. 74-110
ORCID: https://orcid.org/0000-0001-9801-5259; Gonon, Lukas ORCID: https://orcid.org/0000-0003-3367-2455; Mazzon, Andrea und Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983
(Januar 2025):
Detecting asset price bubbles using deep learning.
In: Mathematical Finance, Bd. 35, Nr. 1: S. 74-110
2024
Gonon, Lukas ORCID: https://orcid.org/0000-0003-3367-2455; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Weber, Niklas
(30. September 2024):
Computing Systemic Risk Measures with Graph Neural Networks.
ORCID: https://orcid.org/0000-0003-3367-2455; Meyer-Brandis, Thilo ORCID: https://orcid.org/0000-0002-6374-7983 und Weber, Niklas
(30. September 2024):
Computing Systemic Risk Measures with Graph Neural Networks.
2023
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259; Gonon, Lukas und Walter, Niklas
(September 2023):
Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models.
ORCID: https://orcid.org/0000-0001-9801-5259; Gonon, Lukas und Walter, Niklas
(September 2023):
Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models.
Gonon, Lukas; Grigoryeva, Lyudmila und Ortega, Juan-Pablo
(2023):
Approximation bounds for random neural networks and reservoir systems.
In: Annals of Applied Probability, Bd. 33, Nr. 1: S. 28-69
Gonon, Lukas ORCID: https://orcid.org/0000-0003-3367-2455
(2023):
Random Feature Neural Networks Learn Black-Scholes Type PDEs Without Curse of Dimensionality.
In: Journal of Machine Learning Research, Bd. 24, Nr. 189: S. 8965-9015
ORCID: https://orcid.org/0000-0003-3367-2455
(2023):
Random Feature Neural Networks Learn Black-Scholes Type PDEs Without Curse of Dimensionality.
In: Journal of Machine Learning Research, Bd. 24, Nr. 189: S. 8965-9015
Gonon, Lukas und Schwab, Christoph
(2023):
Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations.
In: Analysis and Applications, Bd. 21, Nr. 01: S. 1-47
2022
Biagini, Francesca ORCID: https://orcid.org/0000-0001-9801-5259; Gonon, Lukas und Reitsam, Thomas
(2022):
Neural network approximation for superhedging prices.
In: Mathematical Finance, Bd. 33, Nr. 1: S. 146-184
[PDF, 1MB]
ORCID: https://orcid.org/0000-0001-9801-5259; Gonon, Lukas und Reitsam, Thomas
(2022):
Neural network approximation for superhedging prices.
In: Mathematical Finance, Bd. 33, Nr. 1: S. 146-184
[PDF, 1MB]
Gonon, Lukas und Schwab, Christoph
(2022):
Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations.
In: Analysis and Applications, Bd. 21, Nr. 1: S. 1-47
Cuchiero, Christa; Gonon, Lukas; Grigoryeva, Lyudmila; Ortega, Juan-Pablo und Teichmann, Josef
(2022):
Discrete-Time Signatures and Randomness in Reservoir Computing.
In: IEEE Transactions on Neural Networks and Learning Systems, Bd. 33, Nr. 11: S. 6321-6330
Cuchiero, Christa; Gonon, Lukas ORCID: https://orcid.org/0000-0003-3367-2455; Grigoryeva, Lyudmila; Ortega, Juan-Pablo ORCID: https://orcid.org/0000-0002-5412-9622 und Teichmann, Josef
(2022):
Discrete-Time Signatures and Randomness in Reservoir Computing.
In: IEEE Transactions on Neural Networks and Learning Systems, Bd. 33, Nr. 11: S. 6321-6330
ORCID: https://orcid.org/0000-0003-3367-2455; Grigoryeva, Lyudmila; Ortega, Juan-Pablo ORCID: https://orcid.org/0000-0002-5412-9622 und Teichmann, Josef
(2022):
Discrete-Time Signatures and Randomness in Reservoir Computing.
In: IEEE Transactions on Neural Networks and Learning Systems, Bd. 33, Nr. 11: S. 6321-6330
2021
Gonon, Lukas ORCID: https://orcid.org/0000-0003-3367-2455 und Schwab, Christoph
(2021):
Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models.
In: Finance and Stochastics, Bd. 25: S. 615-657
[PDF, 1MB]
ORCID: https://orcid.org/0000-0003-3367-2455 und Schwab, Christoph
(2021):
Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models.
In: Finance and Stochastics, Bd. 25: S. 615-657
[PDF, 1MB]
Gonon, Lukas; Grohs, Philipp; Jentzen, Arnulf; Kofler, David und Šiška, David
(2021):
Uniform error estimates for artificial neural network approximations for heat equations.
In: IMA Journal of Numerical Analysis, Bd. 42, Nr. 3: S. 1991-2054
Beck, Christian; Gonon, Lukas ORCID: https://orcid.org/0000-0003-3367-2455; Hutzenthaler, Martin und Jentzen, Arnulf
(2021):
On existence and uniqueness properties for solutions of stochastic fixed point equations.
In: Discrete and Continuous Dynamical Systems-Series B, Bd. 26, Nr. 9: S. 4927-4962
ORCID: https://orcid.org/0000-0003-3367-2455; Hutzenthaler, Martin und Jentzen, Arnulf
(2021):
On existence and uniqueness properties for solutions of stochastic fixed point equations.
In: Discrete and Continuous Dynamical Systems-Series B, Bd. 26, Nr. 9: S. 4927-4962
Gonon, Lukas ORCID: https://orcid.org/0000-0003-3367-2455; Muhle-Karbe, Johannes und Shi, Xiaofei
(2021):
Asset pricing with general transaction costs: Theory and numerics.
In: Mathematical Finance, Bd. 31, Nr. 2: S. 595-648
ORCID: https://orcid.org/0000-0003-3367-2455; Muhle-Karbe, Johannes und Shi, Xiaofei
(2021):
Asset pricing with general transaction costs: Theory and numerics.
In: Mathematical Finance, Bd. 31, Nr. 2: S. 595-648
Gonon, Lukas ORCID: https://orcid.org/0000-0003-3367-2455 und Ortega, Juan-Pablo
(2021):
Fading memory echo state networks are universal.
In: Neural Networks, Bd. 138: S. 10-13
ORCID: https://orcid.org/0000-0003-3367-2455 und Ortega, Juan-Pablo
(2021):
Fading memory echo state networks are universal.
In: Neural Networks, Bd. 138: S. 10-13
2020
Gonon, Lukas ORCID: https://orcid.org/0000-0003-3367-2455; Grigoryeva, Lyudmila und Ortega, Juan-Pablo
(2020):
Risk Bounds for Reservoir Computing.
In: Journal of Machine Learning Research, Bd. 21, 240
ORCID: https://orcid.org/0000-0003-3367-2455; Grigoryeva, Lyudmila und Ortega, Juan-Pablo
(2020):
Risk Bounds for Reservoir Computing.
In: Journal of Machine Learning Research, Bd. 21, 240
Gonon, Lukas ORCID: https://orcid.org/0000-0003-3367-2455 und Ortega, Juan-Pablo ORCID: https://orcid.org/0000-0002-5412-9622
(2020):
Reservoir Computing Universality With Stochastic Inputs.
In: IEEE Transactions on Neural Networks and Learning Systems, Bd. 31, Nr. 1: S. 100-112
ORCID: https://orcid.org/0000-0003-3367-2455 und Ortega, Juan-Pablo ORCID: https://orcid.org/0000-0002-5412-9622
(2020):
Reservoir Computing Universality With Stochastic Inputs.
In: IEEE Transactions on Neural Networks and Learning Systems, Bd. 31, Nr. 1: S. 100-112
Gonon, Lukas ORCID: https://orcid.org/0000-0003-3367-2455 und Teichmann, Josef
(2020):
Linearized filtering of affine processes using stochastic Riccati equations.
In: Stochastic Processes and their Applications, Bd. 130, Nr. 1: S. 394-430
ORCID: https://orcid.org/0000-0003-3367-2455 und Teichmann, Josef
(2020):
Linearized filtering of affine processes using stochastic Riccati equations.
In: Stochastic Processes and their Applications, Bd. 130, Nr. 1: S. 394-430
Gonon, Lukas ORCID: https://orcid.org/0000-0003-3367-2455; Grigoryeva, Lyudmila und Ortega, Juan-Pablo
(2020):
Memory and forecasting capacities of nonlinear recurrent networks.
In: Physica D-Nonlinear Phenomena, Bd. 414, 132721
ORCID: https://orcid.org/0000-0003-3367-2455; Grigoryeva, Lyudmila und Ortega, Juan-Pablo
(2020):
Memory and forecasting capacities of nonlinear recurrent networks.
In: Physica D-Nonlinear Phenomena, Bd. 414, 132721
2019
Buehler, H.; Gonon, Lukas ORCID: https://orcid.org/0000-0003-3367-2455; Teichmann, J. und Wood, B.
(2019):
Deep hedging.
In: Quantitative Finance, Bd. 19, Nr. 8: S. 1271-1291
ORCID: https://orcid.org/0000-0003-3367-2455; Teichmann, J. und Wood, B.
(2019):
Deep hedging.
In: Quantitative Finance, Bd. 19, Nr. 8: S. 1271-1291
Döring, Leif; Gonon, Lukas; Prömel, David J. ORCID: https://orcid.org/0000-0001-7028-7500 und Reichmann, Oleg
(2019):
Existence and Uniqueness Results for Time-Inhomogeneous Time-Change Equations and Fokker–Planck Equations.
In: Journal of Theoretical Probability, Bd. 34, Nr. 1: S. 173-205
ORCID: https://orcid.org/0000-0001-7028-7500 und Reichmann, Oleg
(2019):
Existence and Uniqueness Results for Time-Inhomogeneous Time-Change Equations and Fokker–Planck Equations.
In: Journal of Theoretical Probability, Bd. 34, Nr. 1: S. 173-205
Döring, Leif; Gonon, Lukas; Prömel, David J. und Reichmann, Oleg
(2019):
On Skorokhod embeddings and Poisson equations.
In: Annals of Applied Probability, Bd. 29, Nr. 4
2014
Gonon, Lukas und Rogers, L. C. G.
(2014):
Evolution of Firm Size.
In: International Journal of Theoretical and Applied Finance, Bd. 17, Nr. 05, 1450031
2012
Prorok, Amanda; Gonon, Lukas ORCID: https://orcid.org/0000-0003-3367-2455 und Martinoli, Alcherio
(2012):
Online model estimation of ultra-wideband TDOA measurements for mobile robot localization.
2012 IEEE International Conference on Robotics and Automation, Saint Paul, USA, 14. - 18. Mai 2012.
In: 2012 IEEE International Conference on Robotics and Automation,
Piscataway, NJ, USA: IEEE. S. 807-814
ORCID: https://orcid.org/0000-0003-3367-2455 und Martinoli, Alcherio
(2012):
Online model estimation of ultra-wideband TDOA measurements for mobile robot localization.
2012 IEEE International Conference on Robotics and Automation, Saint Paul, USA, 14. - 18. Mai 2012.
In: 2012 IEEE International Conference on Robotics and Automation,
Piscataway, NJ, USA: IEEE. S. 807-814