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researcher

Gero Junike

14 papers hereh-index 585 citations27 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author6
  • middle author2
  • last author4

Across the 14 of 14 papers where every author was matched, so the position is known.

fields
  • q-fin.CP4
  • cs.LG2
  • q-fin.MF2
  • q-fin.PM2
  • math.ST1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20212026
most citedPrecise option pricing by the COS method--How to choose the truncation range

21 citations · 23 across the 14 of their papers we have counts for

collaborators
Showing cs.LGShow all

2 papers · 1 filter

cs.LG2025

Batch normalization does not improve initialization

Joris Dannemann, Gero Junike

Batch normalization is one of the most important regularization techniques for neural networks, significantly improving training by centering the layers of the neural network. Ther…

cs.LG2021

Scenario generation for market risk models using generative neural networks

Solveig Flaig, Gero Junike

In this research, we show how to expand existing approaches of using generative adversarial networks (GANs) as economic scenario generators (ESG) to a whole internal market risk mo…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.