David Siska

Orcid: 0000-0002-3474-5719

According to our database¹, David Siska authored at least 15 papers between 2011 and 2024.

Collaborative distances:

Dijkstra number² of five.
Erdős number³ of five.

Timeline

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PhD thesis

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On csauthors.net:

Bibliography

2024

Mirror Descent for Stochastic Control Problems with Measure-valued Controls.

[BibT_eX]

[DOI]

CoRR, 2024

2023

A Fisher-Rao gradient flow for entropy-regularised Markov decision processes in Polish spaces.

[BibT_eX]

[DOI]

CoRR, 2023

Inefficiency of CFMs: Hedging Perspective and Agent-Based Simulations.

[BibT_eX]

[DOI]

Proceedings of the Financial Cryptography and Data Security. FC 2023 International Workshops, 2023

2022

Convergence of Policy Gradient for Entropy Regularized MDPs with Neural Network Approximation in the Mean-Field Regime.

[BibT_eX]

[DOI]

Proceedings of the International Conference on Machine Learning, 2022

The Case for Variable Fees in Constant Product Markets: An Agent Based Simulation.

[BibT_eX]

[DOI]

Marc Sabate Vidales

David Siska

Proceedings of the Financial Cryptography and Data Security. FC 2022 International Workshops, 2022

2021

Market Based Mechanisms for Incentivising Exchange Liquidity Provision.

[BibT_eX]

[DOI]

Proceedings of the Financial Cryptography and Data Security. FC 2021 International Workshops, 2021

2020

Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions.

[BibT_eX]

[DOI]

Bekzhan Kerimkulov

David Siska

Lukasz Szpruch

SIAM J. Control. Optim., 2020

Robust pricing and hedging via neural SDEs.

[BibT_eX]

[DOI]

CoRR, 2020

Gradient Flows for Regularized Stochastic Control Problems.

[BibT_eX]

[DOI]

David Siska

Lukasz Szpruch

CoRR, 2020

2019

Uniform error estimates for artificial neural network approximations for heat equations.

[BibT_eX]

[DOI]

CoRR, 2019

2018

Martingale Functional Control variates via Deep Learning.

[BibT_eX]

[DOI]

Marc Sabate Vidales

David Siska

Lukasz Szpruch

CoRR, 2018

2015

On a Full Discretisation for Nonlinear Second-Order Evolution Equations with Monotone Damping: Construction, Convergence, and Error Estimates.

[BibT_eX]

[DOI]

Etienne Emmrich

David Siska

Mechthild Thalhammer

Found. Comput. Math., 2015

2012

Error Estimates for Approximations of American Put Option Price.

[BibT_eX]

[DOI]

David Siska

Comput. Methods Appl. Math., 2012

2011

Error estimates for finite difference approximations of American put option price

[BibT_eX]

[DOI]

David Siska

CoRR, 2011

Full discretisation of second-order nonlinear evolution equations: strong convergence and applications.

[BibT_eX]

[DOI]

Etienne Emmrich

David Siska

Comput. Methods Appl. Math., 2011

David Siska

Timeline

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