Mean field analysis of deep neural networks
Year of publication: |
2022
|
---|---|
Authors: | Sirignano, Justin ; Spiliopoulos, Konstantinos |
Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 47.2022, 1, p. 120-152
|
Subject: | deep learning | deep neural network | mean field limit | weak convergence | Theorie | Theory | Neuronale Netze | Neural networks |
-
Wu, Cheng-Hung, (2020)
-
Advanced statistical learning on short term load process forecasting
Hu, Junjie, (2021)
-
Optimal market-making strategies under synchronised order arrivals with deep neural networks
Choi, So Eun, (2021)
- More ...
-
Large Portfolio Asymptotics for Loss from Default
Giesecke, Kay, (2020)
-
Stochastic Gradient Descent in Continuous Time
Sirignano, Justin, (2017)
-
Fluctuation Analysis for the Loss from Default
Spiliopoulos, Konstantinos, (2014)
- More ...