| DGM: A deep learning algorithm for solving partial differential equations J Sirignano, K Spiliopoulos Journal of computational physics 375, 1339-1364, 2018 | 2507 | 2018 |
| Universal features of price formation in financial markets: perspectives from deep learning J Sirignano, R Cont Machine learning and AI in finance, 5-15, 2021 | 368 | 2021 |
| Deep learning for mortgage risk A Sadhwani, K Giesecke, J Sirignano Journal of Financial Econometrics 19 (2), 313-368, 2021 | 286 | 2021 |
| Mean field analysis of neural networks: A central limit theorem J Sirignano, K Spiliopoulos Stochastic Processes and their Applications 130 (3), 1820-1852, 2020 | 228 | 2020 |
| Mean field analysis of neural networks: A law of large numbers J Sirignano, K Spiliopoulos SIAM Journal on Applied Mathematics 80 (2), 725-752, 2020 | 205 | 2020 |
| Deep learning for limit order books JA Sirignano Quantitative Finance 19 (4), 549-570, 2019 | 180 | 2019 |
| DPM: A deep learning PDE augmentation method with application to large-eddy simulation J Sirignano, JF MacArt, JB Freund Journal of Computational Physics 423, 109811, 2020 | 155 | 2020 |
| Mean field analysis of deep neural networks J Sirignano, K Spiliopoulos arXiv preprint arXiv:1903.04440, 2019 | 99 | 2019 |
| Large portfolio asymptotics for loss from default K Giesecke, K Spiliopoulos, RB Sowers, JA Sirignano Mathematical Finance 25 (1), 77-114, 2015 | 86 | 2015 |
| Mean field analysis of neural networks J Sirignano, K Spiliopoulos arXiv preprint arXiv:1805.01053 1 (5), 2018 | 78 | 2018 |
| Stochastic gradient descent in continuous time J Sirignano, K Spiliopoulos SIAM Journal on Financial Mathematics 8 (1), 933-961, 2017 | 70 | 2017 |
| Risk analysis for large pools of loans J Sirignano, K Giesecke Management Science 65 (1), 107-121, 2019 | 61 | 2019 |
| Embedded training of neural-network subgrid-scale turbulence models JF MacArt, J Sirignano, JB Freund Physical Review Fluids 6 (5), 050502, 2021 | 59 | 2021 |
| Fluctuation analysis for the loss from default K Spiliopoulos, JA Sirignano, K Giesecke Stochastic Processes and their Applications 124 (7), 2322-2362, 2014 | 44 | 2014 |
| Stochastic gradient descent in continuous time: A central limit theorem J Sirignano, K Spiliopoulos Stochastic Systems 10 (2), 124-151, 2020 | 42 | 2020 |
| Large-scale loan portfolio selection JA Sirignano, G Tsoukalas, K Giesecke Operations Research 64 (6), 1239-1255, 2016 | 40 | 2016 |
| Inference for large financial systems K Giesecke, G Schwenkler, JA Sirignano Mathematical Finance 30 (1), 3-46, 2020 | 36 | 2020 |
| PDE-constrained models with neural network terms: Optimization and global convergence J Sirignano, J MacArt, K Spiliopoulos Journal of Computational Physics 481, 112016, 2023 | 30 | 2023 |
| Deep learning closure models for large-eddy simulation of flows around bluff bodies J Sirignano, JF MacArt Journal of Fluid Mechanics 966, A26, 2023 | 21 | 2023 |
| Asymptotics of reinforcement learning with neural networks J Sirignano, K Spiliopoulos Stochastic Systems 12 (1), 2-29, 2022 | 19 | 2022 |
