Gonon, Lukas

7 publications

NeurIPS 2025 Distributional Adversarial Attacks and Training in Deep Hedging Guangyi He, Tobias Sutter, Lukas Gonon

JMLR 2025 Infinite-Dimensional Mahalanobis Distance with Applications to Kernelized Novelty Detection Nikita Zozoulenko, Thomas Cass, Lukas Gonon

ICLR 2025 Operator Deep Smoothing for Implied Volatility Ruben Wiedemann, Antoine Jacquier, Lukas Gonon

ICML 2025 Random Feature Representation Boosting Nikita Zozoulenko, Thomas Cass, Lukas Gonon

JMLR 2023 Random Feature Neural Networks Learn Black-Scholes Type PDEs Without Curse of Dimensionality Lukas Gonon

NeurIPSW 2021 Expressive Power of Randomized Signature Christa Cuchiero, Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega, Josef Teichmann

JMLR 2020 Risk Bounds for Reservoir Computing Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega