Philipp Schmocker

1. Global universal approximation of functional input maps on weighted spaces
   2023/06/05 by Christa Cuchiero, Cuchiero, Christa, Philipp Schmocker +3 · 5 citations
   Computer Science · Engineering · Physics and Astronomy · #Neural Networks and Applications #Control Systems and Identification #Model Reduction and Neural Networks
2. Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs
   2024/05/08 by Ariel Neufeld, Neufeld, Ariel, Philipp Schmocker +3 · 3 citations
   Engineering · Mathematics · Physics and Astronomy · #Advanced Numerical Methods in Computational Mathematics #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Machine Learning (cs.LG) #Mathematical Finance (q-fin.MF) #Model Reduction and Neural Networks #Numerical Analysis (math.NA) #Numerical methods in inverse problems #Probability (math.PR)
3. Universal approximation results for neural networks with non-polynomial activation function over non-compact domains
   2024/10/18 by Ariel Neufeld, Philipp Schmocker, Neufeld, Ariel +1 · 2 citations
   Computer Science · #Classical Analysis and ODEs (math.CA) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Neural Networks and Applications #Neural and Evolutionary Computing (cs.NE)
4. Solving stochastic partial differential equations using neural networks in the Wiener chaos expansion
   2024/11/05 by Ariel Neufeld, Philipp Schmocker, Neufeld, Ariel +1 · 1 citation
   Computer Science · Physics and Astronomy · #FOS: Computer and information sciences #FOS: Mathematics #Image and Signal Denoising Methods #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Model Reduction and Neural Networks #Neural Networks and Applications #Numerical Analysis (math.NA) #Probability (math.PR)
5. Multilevel Picard approximations for McKean-Vlasov stochastic differential equations with nonconstant diffusion
   2025/02/05 by Ariel Neufeld, Neufeld, Ariel, Tuan Anh Nguyen +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Gas Dynamics and Kinetic Theory #Numerical Analysis (math.NA) #Probability (math.PR) #Spectral Theory in Mathematical Physics #Stochastic processes and financial applications
6. Chaotic Hedging with Iterated Integrals and Neural Networks
   2022/09/21 by Ariel Neufeld, Philipp Schmocker, Neufeld, Ariel +1 · 1 citation
   Computer Science · Physics and Astronomy · #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Gaussian Processes and Bayesian Inference #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Mathematical Finance (q-fin.MF) #Model Reduction and Neural Networks #Probability (math.PR) #Quantum chaos and dynamical systems
7. NeuralChaos: Optimal Adapted Approximation of Square Integrable Predictable Processes
   2026/07/15 by Anastasis Kratsios, Giulia Livieri, Philipp Schmocker
   #math.PR #cs.LG #q-fin.CP #stat.ML