Concepedia

Lukas Gonon

LG

11

Publications

595

Citations

10

H-Index

2012

Active since

Affiliations

ETH Zurich(Current)

University of St.Gallen

Ludwig-Maximilians-Universität München

University of Konstanz

Swiss Finance Institute

Lukas Gonon is an author at ETH Zurich specializing in engineering, deep learning, and computer science.

Top concepts

EngineeringDeep LearningComputer ScienceMachine LearningData ScienceJump DiffusionsNumerical AnalysisReservoir ComputingApproximation TheoryStochastic Optimization

Publications per year

2012–2023

11

Publications

11

Deep hedging

Hans Buehler, Lukas Gonon, Josef Teichmann et al. · Quantitative Finance · 2019 · 282 citations

Approximation bounds for random neural networks and reservoir systems

Lukas Gonon, Lyudmila Grigoryeva, Juan‐Pablo Ortega · The Annals of Applied Probability · 2023 · 57 citations

Approximation Bounds, Recurrent Neural Network, Engineering +15

Deep Hedging: Hedging Derivatives Under Generic Market Frictions Using Reinforcement Learning

Hans Buehler, Lukas Gonon, Josef Teichmann et al. · SSRN Electronic Journal · 2019 · 47 citations · Full text

Online model estimation of ultra-wideband TDOA measurements for mobile robot localization

Amanda Prorok, Lukas Gonon, Alcherio Martinoli · 2012 · 43 citations · Full text

Radar, Rf Localization, Engineering +15

Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations

Lukas Gonon, Christoph Schwab · Analysis and Applications · 2022 · 34 citations

Numerical Analysis, Geometric Learning, Convolutional Neural Network +16

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