Optimal Trade Execution in an Order Book Model with Stochastic Liquidity Parameters. - Julia Ackermann; Thomas Kruse; Mikhail Urusov (SIAM J. Financial Math., 2021)

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 Lp-sense. - Julia Ackermann; Arnulf Jentzen; Thomas Kruse; Benno Kuckuck; Joshua Lee Padgett (CoRR, 2023)

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. - Julia Ackermann; Arnulf Jentzen; Benno Kuckuck; Joshua Lee Padgett (CoRR, 2024)

Increasing the Sensitivity of Optical Nanobiosensors for Neurotransmitter Detection - Julia Ackermann (2024)

Self-exciting price impact via negative resilience in stochastic order books. - Julia Ackermann; Thomas Kruse; Mikhail Urusov (Ann. Oper. Res., 2024)