20102020

Research output per year

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Research Output

  • 11 Article
  • 1 Conference contribution

Inference for large financial systems

Giesecke, K., Schwenkler, G. & Sirignano, J. A., Jan 1 2020, In : Mathematical Finance. 30, 1, p. 3-46 44 p.

Research output: Contribution to journalArticle

  • Deep learning for limit order books

    Sirignano, J. A., Apr 3 2019, In : Quantitative Finance. 19, 4, p. 549-570 22 p.

    Research output: Contribution to journalArticle

  • Mean field analysis of neural networks: A central limit theorem

    Sirignano, J. A. & Spiliopoulos, K., Jan 1 2019, In : Stochastic Processes and their Applications.

    Research output: Contribution to journalArticle

  • Risk analysis for large pools of loans

    Sirignano, J. & Giesecke, K., Jan 2019, In : Management Science. 65, 1, p. 107-121 15 p.

    Research output: Contribution to journalArticle

  • Universal features of price formation in financial markets: perspectives from deep learning

    Sirignano, J. A. & Cont, R., Jan 1 2019, In : Quantitative Finance. 19, 9, p. 1449-1459 11 p.

    Research output: Contribution to journalArticle