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Philipp Schmocker

13 papers hereh-index 696 citations14 works total

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

author position
  • first author1
  • middle author4
  • last author7

Across the 12 of 13 papers where every author was matched, so the position is known.

fields
  • math.NA4
  • stat.ML3
  • cs.LG2
  • math.FA1
  • math.PR1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20222026
most citedChaotic Hedging with Iterated Integrals and Neural Networks

5 citations · 12 across the 12 of their papers we have counts for

collaborators
Showing 2024Show all

3 papers · 1 filter

stat.ML2024

Solving stochastic partial differential equations using neural networks in the Wiener chaos expansion

Ariel Neufeld, Philipp Schmocker

In this paper, we solve stochastic partial differential equations (SPDEs) numerically by using (possibly random) neural networks in the truncated Wiener chaos expansion of their co…

stat.ML2024★ 1 cited

Universal approximation results for neural networks with non-polynomial activation function over non-compact domains

Ariel Neufeld, Philipp Schmocker

This paper extends the universal approximation property of single-hidden-layer feedforward neural networks beyond compact domains, which is of particular interest for the approxima…

math.NA2024★ 1 cited

Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs

Ariel Neufeld, Philipp Schmocker, Sizhou Wu

In this paper, we present a randomized extension of the deep splitting algorithm introduced in [Beck, Becker, Cheridito, Jentzen, and Neufeld (2021)] using random neural networks s…

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