Arnulf Jentzen
3 papers
· 2019–2022
· 1 conference
· across top CS/AI conferences
Achievements
π
Interdisciplinary Bridge
π£
Hot Topic Early Bird
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Cross-Pollinator
(10)
πΊοΈ
Taxonomy Completionist
(10)
π§
Keyword Pioneer
Conferences
JMLR (3)
Top co-authors
Research topics
Keywords
stochastic gradient descent
(1)
neural network training
(1)
non-convex optimization
(1)
convergence analysis
(1)
deep learning
(1)
risk minimization
(1)
monte carlo simulation
(1)
gradient descent
(1)
piecewise linear
(1)
piecewise linear function
(1)
option pricing
(1)
convergence rate
(1)
relu activation
(1)
objective function
(1)
random initialization
(1)
neural network
(1)
optimal stopping
(1)
bermudan option
(1)
Papers
Deep Optimal Stopping
JMLR 2019