Patrick Cheridito

Publication Activity (10 Years)

Years Active: 2003-2023
Publications (10 Years): 23

Top Topics

Optimal Stopping

Partial Differential Equations

Top Venues

IEEE Trans. Neural Networks Learn. Syst.

Math. Oper. Res.

Publications

Christian Beck, Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Ariel Neufeld
An efficient Monte Carlo scheme for Zakai equations. Commun. Nonlinear Sci. Numer. Simul. 126 (2023)
Patrick Cheridito, Florian Rossmannek
Efficient Sobolev approximation of linear parabolic PDEs in high dimensions. CoRR (2023)
Patrick Cheridito, Balint Gersey
Computation of Conditional Expectations with Guarantees. J. Sci. Comput. 95 (1) (2023)
Patrick Cheridito, Arnulf Jentzen, Florian Rossmannek
Gradient descent provably escapes saddle points in the training of shallow ReLU networks. CoRR (2022)
Patrick Cheridito, Arnulf Jentzen, Adrian Riekert, Florian Rossmannek
A proof of convergence for gradient descent in the training of artificial neural networks for constant target functions. J. Complex. 72 (2022)
Patrick Cheridito, Arnulf Jentzen, Florian Rossmannek
Landscape Analysis for Shallow Neural Networks: Complete Classification of Critical Points for Affine Target Functions. J. Nonlinear Sci. 32 (5) (2022)
Patrick Cheridito, Arnulf Jentzen, Florian Rossmannek
Efficient Approximation of High-Dimensional Functions With Neural Networks. IEEE Trans. Neural Networks Learn. Syst. 33 (7) (2022)
Christian Beck, Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Ariel Neufeld
An efficient Monte Carlo scheme for Zakai equations. CoRR (2022)
Pierfrancesco Beneventano, Patrick Cheridito, Robin Graeber, Arnulf Jentzen, Benno Kuckuck
Deep neural network approximation theory for high-dimensional functions. CoRR (2021)
Christian Beck, Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Ariel Neufeld
Deep Splitting Method for Parabolic PDEs. SIAM J. Sci. Comput. 43 (5) (2021)
Patrick Cheridito, Arnulf Jentzen, Florian Rossmannek
Non-convergence of stochastic gradient descent in the training of deep neural networks. J. Complex. 64 (2021)
Patrick Cheridito, Arnulf Jentzen, Adrian Riekert, Florian Rossmannek
A proof of convergence for gradient descent in the training of artificial neural networks for constant target functions. CoRR (2021)
Patrick Cheridito, Arnulf Jentzen, Florian Rossmannek
Landscape analysis for shallow ReLU neural networks: complete classification of critical points for affine target functions. CoRR (2021)
Patrick Cheridito, Balint Gersey
Computation of conditional expectations with guarantees. CoRR (2021)
Patrick Cheridito, Arnulf Jentzen, Florian Rossmannek
Non-convergence of stochastic gradient descent in the training of deep neural networks. CoRR (2020)
Christian Beck, Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Ariel Neufeld
Deep learning based numerical approximation algorithms for stochastic partial differential equations and high-dimensional nonlinear filtering problems. CoRR (2020)
Pierfrancesco Beneventano, Patrick Cheridito, Arnulf Jentzen, Philippe von Wurstemberger
High-dimensional approximation spaces of artificial neural networks and applications to partial differential equations. CoRR (2020)
Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Timo Welti
Solving high-dimensional optimal stopping problems using deep learning. CoRR (2019)
Sebastian Becker, Patrick Cheridito, Arnulf Jentzen
Deep Optimal Stopping. J. Mach. Learn. Res. 20 (2019)
Patrick Cheridito, Arnulf Jentzen, Florian Rossmannek
Efficient approximation of high-dimensional functions with deep neural networks. CoRR (2019)
Christian Beck, Sebastian Becker, Patrick Cheridito, Arnulf Jentzen, Ariel Neufeld
Deep splitting method for parabolic PDEs. CoRR (2019)
Patrick Cheridito, Michael Kupper, Ludovic Tangpi
Duality Formulas for Robust Pricing and Hedging in Discrete Time. SIAM J. Financial Math. 8 (1) (2017)
Patrick Cheridito, Ulrich Horst, Michael Kupper, Traian A. Pirvu
Equilibrium Pricing in Incomplete Markets Under Translation Invariant Preferences. Math. Oper. Res. 41 (1) (2016)
Patrick Cheridito, Alexander Wugalter
Pricing and Hedging in Affine Models with Possibility of Default. SIAM J. Financial Math. 3 (1) (2012)
Patrick Cheridito, Ashkan Nikeghbali, Eckhard Platen
Processes of Class Sigma, Last Passage Times, and Drawdowns. SIAM J. Financial Math. 3 (1) (2012)
Patrick Cheridito, Christopher Summer
Utility maximization under increasing risk aversion in one-period models. Finance Stochastics 10 (1) (2006)
Patrick Cheridito, Freddy Delbaen, Michael Kupper
Coherent and convex monetary risk measures for unbounded càdlàg processes. Finance Stochastics 10 (3) (2006)
Patrick Cheridito, Freddy Delbaen, Michael Kupper
Coherent and convex monetary risk measures for unbounded càdlàg processes. Finance Stochastics 9 (3) (2005)
Patrick Cheridito
Arbitrage in fractional Brownian motion models. Finance Stochastics 7 (4) (2003)