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Patrick Cheridito
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Journal Articles
- 2023
- [j16]Christian Beck, Sebastian Becker, Patrick Cheridito
, Arnulf Jentzen, Ariel Neufeld:
An efficient Monte Carlo scheme for Zakai equations. Commun. Nonlinear Sci. Numer. Simul. 126: 107438 (2023) - [j15]Patrick Cheridito
, Balint Gersey:
Computation of Conditional Expectations with Guarantees. J. Sci. Comput. 95(1): 12 (2023) - 2022
- [j14]Patrick Cheridito, Arnulf Jentzen, Adrian Riekert
, Florian Rossmannek
:
A proof of convergence for gradient descent in the training of artificial neural networks for constant target functions. J. Complex. 72: 101646 (2022) - [j13]Patrick Cheridito
, Arnulf Jentzen
, Florian Rossmannek
:
Landscape Analysis for Shallow Neural Networks: Complete Classification of Critical Points for Affine Target Functions. J. Nonlinear Sci. 32(5): 64 (2022) - [j12]Patrick Cheridito
, Arnulf Jentzen
, Florian Rossmannek
:
Efficient Approximation of High-Dimensional Functions With Neural Networks. IEEE Trans. Neural Networks Learn. Syst. 33(7): 3079-3093 (2022) - 2021
- [j11]Patrick Cheridito, Arnulf Jentzen
, Florian Rossmannek
:
Non-convergence of stochastic gradient descent in the training of deep neural networks. J. Complex. 64: 101540 (2021) - [j10]Christian Beck, Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Ariel Neufeld
:
Deep Splitting Method for Parabolic PDEs. SIAM J. Sci. Comput. 43(5): A3135-A3154 (2021) - 2019
- [j9]Sebastian Becker, Patrick Cheridito, Arnulf Jentzen:
Deep Optimal Stopping. J. Mach. Learn. Res. 20: 74:1-74:25 (2019) - 2017
- [j8]Patrick Cheridito, Michael Kupper, Ludovic Tangpi
:
Duality Formulas for Robust Pricing and Hedging in Discrete Time. SIAM J. Financial Math. 8(1): 738-765 (2017) - 2016
- [j7]Patrick Cheridito, Ulrich Horst, Michael Kupper, Traian A. Pirvu
:
Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences. Math. Oper. Res. 41(1): 174-195 (2016) - 2012
- [j6]Patrick Cheridito, Ashkan Nikeghbali, Eckhard Platen
:
Processes of Class Sigma, Last Passage Times, and Drawdowns. SIAM J. Financial Math. 3(1): 280-303 (2012) - [j5]Patrick Cheridito, Alexander Wugalter:
Pricing and Hedging in Affine Models with Possibility of Default. SIAM J. Financial Math. 3(1): 328-350 (2012) - 2006
- [j4]Patrick Cheridito, Christopher Summer:
Utility maximization under increasing risk aversion in one-period models. Finance Stochastics 10(1): 147-158 (2006) - [j3]Patrick Cheridito, Freddy Delbaen, Michael Kupper:
Coherent and convex monetary risk measures for unbounded càdlàg processes. Finance Stochastics 10(3): 427-448 (2006) - 2005
- [j2]Patrick Cheridito, Freddy Delbaen, Michael Kupper:
Coherent and convex monetary risk measures for unbounded càdlàg processes. Finance Stochastics 9(3): 369-387 (2005) - 2003
- [j1]Patrick Cheridito:
Arbitrage in fractional Brownian motion models. Finance Stochastics 7(4): 533-553 (2003)
Informal and Other Publications
- 2023
- [i13]Patrick Cheridito, Florian Rossmannek:
Efficient Sobolev approximation of linear parabolic PDEs in high dimensions. CoRR abs/2306.16811 (2023) - 2022
- [i12]Patrick Cheridito, Arnulf Jentzen, Florian Rossmannek:
Gradient descent provably escapes saddle points in the training of shallow ReLU networks. CoRR abs/2208.02083 (2022) - [i11]Christian Beck, Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Ariel Neufeld:
An efficient Monte Carlo scheme for Zakai equations. CoRR abs/2210.13530 (2022) - 2021
- [i10]Patrick Cheridito, Arnulf Jentzen, Adrian Riekert, Florian Rossmannek:
A proof of convergence for gradient descent in the training of artificial neural networks for constant target functions. CoRR abs/2102.09924 (2021) - [i9]Patrick Cheridito, Arnulf Jentzen, Florian Rossmannek:
Landscape analysis for shallow ReLU neural networks: complete classification of critical points for affine target functions. CoRR abs/2103.10922 (2021) - [i8]Patrick Cheridito, Balint Gersey:
Computation of conditional expectations with guarantees. CoRR abs/2112.01804 (2021) - [i7]Pierfrancesco Beneventano, Patrick Cheridito, Robin Graeber, Arnulf Jentzen, Benno Kuckuck:
Deep neural network approximation theory for high-dimensional functions. CoRR abs/2112.14523 (2021) - 2020
- [i6]Patrick Cheridito, Arnulf Jentzen, Florian Rossmannek:
Non-convergence of stochastic gradient descent in the training of deep neural networks. CoRR abs/2006.07075 (2020) - [i5]Christian Beck
, Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Ariel Neufeld:
Deep learning based numerical approximation algorithms for stochastic partial differential equations and high-dimensional nonlinear filtering problems. CoRR abs/2012.01194 (2020) - [i4]Pierfrancesco Beneventano, Patrick Cheridito, Arnulf Jentzen, Philippe von Wurstemberger:
High-dimensional approximation spaces of artificial neural networks and applications to partial differential equations. CoRR abs/2012.04326 (2020) - 2019
- [i3]Christian Beck
, Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Ariel Neufeld:
Deep splitting method for parabolic PDEs. CoRR abs/1907.03452 (2019) - [i2]Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Timo Welti:
Solving high-dimensional optimal stopping problems using deep learning. CoRR abs/1908.01602 (2019) - [i1]Patrick Cheridito, Arnulf Jentzen, Florian Rossmannek:
Efficient approximation of high-dimensional functions with deep neural networks. CoRR abs/1912.04310 (2019)
Coauthor Index
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