Research output per year
Research output per year
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Dive into the research topics where Lukas Szpruch is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Gradient Flows for Regularized Stochastic Control Problems
Siska, D. & Szpruch, L., 31 Aug 2024, In: SIAM Journal on Control and Optimization. 62, 4, p. 2036-2070Research output: Contribution to journal › Article › peer-review
Open Access -
Unbiased Deep Solvers for Linear Parametric PDEs
Sabate Vidales, M., Šiška, D. & Szpruch, L., 31 Aug 2022, In: Applied Mathematical Finance. 28, 4, p. 299-329 31 p.Research output: Contribution to journal › Article › peer-review
Open Access -
Convergence of Policy Gradient for Entropy Regularized MDPs with Neural Network Approximation in the Mean-Field Regime
Leahy, J-M., Kerimkulov, B., Siska, D. & Szpruch, L., 23 Jul 2022, In: Proceedings of Machine Learning Research. 162, p. 12222-12252Research output: Contribution to journal › Article › peer-review
Open Access -
Antithetic multilevel sampling method for nonlinear functionals of measure
Szpruch, Ł. & Tse, A., 30 Jun 2021, In: Annals of Applied Probability. 31, 3, p. 1100-1139 40 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Weak Existence And Uniqueness For Mckean–Vlasov Sdes With Common Noise
Hammersley, W. R. P., Šiška, D. & Szpruch, Ł., 31 Mar 2021, In: Annals of Probability. 49, 2, p. 527-555 29 p.Research output: Contribution to journal › Article › peer-review
Open Access
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NatWest and Edinburgh University Partnership - Trustworthy Synthetic Data (SD) in Finance
1/07/24 → 1/12/26
Project: Research
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DeFi risk metrics via multi-agent simulations
Siska, D., Filos-Ratsikas, A. & Szpruch, L.
1/01/24 → 31/12/25
Project: Research
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TRAIN@Ed: Transnational Research and Innovation Network at Edinburgh
Gorjanc, G., Bell, C., Duncan, A., Farrington, S., Florian, L., Forde, M., Hickey, J., Lacka, E., Ma, T., Mcneill, G., Medina-Lopez, E., Rosser, S., Rossi, R., Sabanis, S., Szpruch, L., Tenesa, A., Wake, D., Williamson, B. & Yang, Y.
EU government bodies, Non-EU industry, commerce and public corporations
1/11/19 → 19/04/23
Project: Research
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