Research Output per year

## Fingerprint Fingerprint is based on mining the text of the expert's scholarly documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

- 1 Similar Profiles

Stochastic Gradient
Mathematics

Gradient Descent
Mathematics

Partial differential equations
Engineering & Materials Science

Fluctuations
Mathematics

Neural networks
Engineering & Materials Science

Weak Convergence
Mathematics

Mean Field
Mathematics

Galerkin methods
Engineering & Materials Science

##
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.

## Research Output 2010 2020

## 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 journal › Article

financial system

Parameter estimation

Numerical methods

Mean-field Model

Likelihood

## 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 journal › Article

Limit order book

Deep learning

Neural networks

Network model

Logistic regression

## 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 journal › Article

Central limit theorem

Mean Field

Relative Compactness

Neural Networks

Fluctuations

## 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 journal › Article

Risk analysis

Loans

Approximation

Asset-backed securities

Mortgages

## 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 journal › Article

Deep learning

Financial markets

Price formation

Assets

Order flow