Publications

[5] SDEs for Minimax Optimization,
E. Monzio Compagnoni, A. Orvieto, H. Kersting, F. N. Proske, A. Lucchi,
In Proc. of International Conference on Artificial Intelligence and Statistics (AISTATS), 2024.
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[4] Risk Sharing with Deep Neural Networks,
M. Burzoni*, A. Doldi*, E. Monzio Compagnoni*,
In Journal of Quantitative Finance, 2024.
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[3] An SDE for Modeling SAM: Theory and Insights,
E. Monzio Compagnoni, L. Biggio, A. Orvieto, F. N. Proske, H. Kersting, A. Lucchi,
In Proc. of 40th International Conference on Machine Learning (ICML), 2023.
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[2] On the Effectiveness of Randomized Signatures as Reservoir for Learning Rough Dynamics,
E. Monzio Compagnoni, A. Scampicchio, L. Biggio, A. Orvieto, T. Hofmann, J. Teichmann,
In Proc. of International Joint Conference on Neural Networks (IJCNN), 2023.
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[1] Empirics on the Expressiveness of Randomized Signature
E. Monzio Compagnoni, L. Biggio, A. Orvieto,
The Symbiosis of Deep Learning and Differential Equations: DLDE Workshop - NeurIPS, 2021.
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* denotes equal contributions.