Justin A. Sirignano

According to our database1, Justin A. Sirignano authored at least 8 papers between 2012 and 2020.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2020
Mean Field Analysis of Neural Networks: A Law of Large Numbers.
SIAM J. Appl. Math., 2020

DPM: A deep learning PDE augmentation method with application to large-eddy simulation.
J. Comput. Phys., 2020

2019
Risk Analysis for Large Pools of Loans.
Manag. Sci., 2019

Asymptotics of Reinforcement Learning with Neural Networks.
CoRR, 2019

Scaling Limit of Neural Networks with the Xavier Initialization and Convergence to a Global Minimum.
CoRR, 2019

2017
Stochastic Gradient Descent in Continuous Time.
SIAM J. Financial Math., 2017

2016
Large-Scale Loan Portfolio Selection.
Oper. Res., 2016

2012
A Forward-backward Algorithm for Stochastic Control Problems - Using the Stochastic Maximum Principle as an Alternative to Dynamic Programming.
Proceedings of the ICORES 2012, 2012


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