Justin Sirignano

1. Universal features of price formation in financial markets: perspectives from Deep Learning
   2018/03/19 by Justin Sirignano, Sirignano, Justin, Rama Cont +1 · 7 citations
   Computer Science · Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (stat.ML) #Market Dynamics and Volatility #Statistical Finance (q-fin.ST) #Stock Market Forecasting Methods #Time Series Analysis and Forecasting #Trading and Market Microstructure (q-fin.TR)
2. DPM: A deep learning PDE augmentation method (with application to\n large-eddy simulation)
   2019/11/20 by Jonathan B. Freund, Jonathan F. MacArt, Freund, Jonathan B. +3 · 5 citations
   Earth and Planetary Sciences · Engineering · Physics and Astronomy · #Computational Engineering #FOS: Computer and information sciences #Finance #Fluid Dynamics and Turbulent Flows #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Meteorological Phenomena and Simulations #Model Reduction and Neural Networks #and Science (cs.CE)
3. Deep Learning Closure of the Navier-Stokes Equations for Transition-Continuum Flows
   2023/03/21 by Ashish Nair, Justin Sirignano, Nair, Ashish S. +5 · 2 citations
   Engineering · Physics and Astronomy · #Enhanced Oil Recovery Techniques #FOS: Physical sciences #Fluid Dynamics (physics.flu-dyn) #Model Reduction and Neural Networks #Phase Equilibria and Thermodynamics
4. Global Convergence of Deep Galerkin and PINNs Methods for Solving Partial Differential Equations
   2023/05/10 by Deqing Jiang, Justin Sirignano, Jiang, Deqing +3 · 1 citation
   Physics and Astronomy · #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Model Reduction and Neural Networks #Numerical Analysis (math.NA)
5. Dynamic Deep Learning LES Closures: Online Optimization With Embedded DNS
   2023/03/04 by Justin Sirignano, Sirignano, Justin, Jonathan F. MacArt +1 · 2 citations
   Engineering · Physics and Astronomy · #Aerodynamics and Acoustics in Jet Flows #FOS: Computer and information sciences #FOS: Physical sciences #Fluid Dynamics (physics.flu-dyn) #Fluid Dynamics and Turbulent Flows #Machine Learning (cs.LG) #Model Reduction and Neural Networks
6. Global Convergence of DGM and PINN Algorithms for Solving Nonlinear PDEs
   2026/07/27 by Justin Sirignano, Konstantinos Spiliopoulos, Samuel Cohen
   #cs.LG #cs.NA #math.NA