Self-exciting price impact via negative resilience in stochastic order books.
Ann. Oper. Res., May, 2024
Increasing the Sensitivity of Optical Nanobiosensors for Neurotransmitter Detection
PhD thesis, 2024
Deep neural networks with ReLU, leaky ReLU, and softplus activation provably overcome the curse of dimensionality for space-time solutions of semilinear partial differential equations.
CoRR, 2024
Deep neural networks with ReLU, leaky ReLU, and softplus activation provably overcome the curse of dimensionality for Kolmogorov partial differential equations with Lipschitz nonlinearities in the L<sup>p</sup>-sense.
CoRR, 2023
Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters.
SIAM J. Financial Math., 2021