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researcher

Gero Junike

9 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 author1
  • first author5
  • middle author1
  • last author2

Across the 9 of 9 papers where every author was matched, so the position is known.

fields
  • q-fin.CP2
  • q-fin.MF2
  • cs.LG1
  • math.ST1
  • q-fin.RM1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

activity
20242026
most citedFrom characteristic functions to multivariate distribution functions and European option prices by the damped COS method

1 citations · 1 across the 2 of their papers we have counts for

collaborators
Showing 2025Show all

3 papers · 1 filter

stat.ML2025

Accuracy estimation of neural networks by extreme value theory

Gero Junike, Marco Oesting

Neural networks are able to approximate any continuous function on a compact set. However, it is not obvious how to quantify the error of the neural network, i.e., the remaining bi…

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…

math.ST2025

Precise quantile function estimation from the characteristic function

Gero Junike

We provide theoretical error bounds for the accurate numerical computation of the quantile function given the characteristic function of a continuous random variable. We show theor…

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