Philipp Grohs

A Proof that Artificial Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Black–Scholes Partial Differential Equations

Philipp Grohs, Fabian Hornung, Arnulf Jentzen et al. · Memoirs of the American Mathematical Society · 2023 · 153 citations · Full text

Computing, Computer Science, Mathematics +17

DNN Expression Rate Analysis of High-Dimensional PDEs: Application to Option Pricing

Dennis Elbrächter, Philipp Grohs, Arnulf Jentzen et al. · Constructive Approximation · 2021 · 94 citations · Full text

Computing, Computer Science, Mathematics +15

Solving stochastic differential equations and Kolmogorov equations by means of deep learning

Christian Beck, S. Becker, Philipp Grohs et al. · arXiv (Cornell University) · 2018 · 87 citations · Full text

Natural Sciences, Finance, Mathematics +17

ε-subgradient algorithms for locally lipschitz functions on Riemannian manifolds

Philipp Grohs, S. Hosseini · Advances in Computational Mathematics · 2015 · 74 citations

Natural Sciences, Computer Science, Mathematics +13

Deep Neural Network Approximation Theory

Dennis Elbrächter, Dmytro Perekrestenko, Philipp Grohs et al. · IEEE Transactions on Information Theory · 2021 · 70 citations · Full text

Computing, Computer Science, Mathematics +12