Concepedia

Justin Sirignano

JS

13

Publications

2.5K

Citations

12

H-Index

2016

Active since

Affiliations

University of Illinois Urbana-Champaign(Current)

Boston University

Stanford University

University of Oxford

Imperial College London

Justin Sirignano is an author at University of Illinois Urbana-Champaign specializing in engineering, machine learning, and computer science.

Top concepts

EngineeringMachine LearningComputer ScienceFinanceDeep LearningBusinessStatisticsData ScienceFinancial ModelingApproximation Theory

Publications per year

2016–2023

13

Publications

13

DGM: A deep learning algorithm for solving partial differential equations

Justin Sirignano, Konstantinos Spiliopoulos · Journal of Computational Physics · 2018 · 2K citations · Full text

Engineering, Machine Learning, Pde-constrained Optimization +5

Deep Learning for Mortgage Risk*

Apaar Sadhwani, Kay Giesecke, Justin Sirignano · Journal of Financial Econometrics · 2020 · 88 citations

Engineering, Machine Learning, Financial Data +16

Stochastic Gradient Descent in Continuous Time

Justin Sirignano, Konstantinos Spiliopoulos · SIAM Journal on Financial Mathematics · 2017 · 58 citations

Model Optimization, Engineering, Machine Learning +8

Deep Learning for Mortgage Risk

Justin Sirignano, Apaar Sadhwani, Kay Giesecke · SSRN Electronic Journal · 2018 · 46 citations · Full text

Risk Analysis for Large Pools of Loans

Justin Sirignano, Kay Giesecke · Management Science · 2018 · 44 citations

Engineering, Financial Risk Management, Risk Analysis +18

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