2 papers
stat.ML2020
Neural Networks and Polynomial Regression. Demystifying the Overparametrization Phenomena
Matt Emschwiller, David Gamarnik, Eren C. Kızıldağ +1
In the context of neural network models, overparametrization refers to the phenomena whereby these models appear to generalize well on the unseen data, even though the number of pa…
q-fin.PM2019
Optimal multi-asset trading with linear costs: a mean-field approach
Matt Emschwiller, Benjamin Petit, Jean-Philippe Bouchaud
Optimal multi-asset trading with Markovian predictors is well understood in the case of quadratic transaction costs, but remains intractable when these costs are . We present…