108 citations · 126 across the 9 of their papers we have counts for
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stat.ML2023★ 1 cited
Mean-field Analysis of Generalization Errors
Gholamali Aminian, Samuel N. Cohen, Łukasz Szpruch
We propose a novel framework for exploring weak and generalization errors of algorithms through the lens of differential calculus on the space of probability measures. Specif…
q-fin.MF2023★ 1 cited
Inefficiency of CFMs: hedging perspective and agent-based simulations
Samuel Cohen, Marc Sabaté Vidales, David Šiška +1
We investigate whether the fee income from trades on the CFM is sufficient for the liquidity providers to hedge away the exposure to market risk. We first analyse this problem thro…