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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A Fisher-Rao Gradient Flow For Entropy-regularised Markov Decision Processes In Polish Spaces
Kerimkulov, B., Leahy, J.-M., Siska, D., Szpruch, L. & Zhang, Y., 19 May 2025, (Accepted/In press) In: Foundations of Computational Mathematics.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
Competitive pricing using model-based bandits
Sliwinski, L., Treetanthiploet, T., Siska, D. & Szpruch, L., 4 Feb 2025, (E-pub ahead of print) In: Computational Economics.Research output: Contribution to journal › Article › peer-review
Open AccessFile -
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
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AI^2: Assurance and Insurance for Artificial Intelligence
Szpruch, L. (Principal Investigator) & Siska, D. (Co-investigator)
Engineering and Physical Sciences Research Council
1/04/25 → 31/03/28
Project: Research
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NatWest and Edinburgh University Partnership - Trustworthy Synthetic Data (SD) in Finance
Szpruch, L. (Principal Investigator)
1/07/24 → 1/12/26
Project: Research
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DeFi risk metrics via multi-agent simulations
Siska, D. (Principal Investigator), Filos-Ratsikas, A. (Co-investigator) & Szpruch, L. (Co-investigator)
1/01/24 → 31/12/25
Project: Research
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TRAIN@Ed: Transnational Research and Innovation Network at Edinburgh
Gorjanc, G. (Principal Investigator), Bell, C. (Co-investigator), Duncan, A. (Co-investigator), Farrington, S. (Co-investigator), Florian, L. (Co-investigator), Forde, M. (Co-investigator), Hickey, J. (Co-investigator), Lacka, E. (Co-investigator), Ma, T. (Co-investigator), Mcneill, G. (Co-investigator), Medina-Lopez, E. (Co-investigator), Rosser, S. (Co-investigator), Rossi, R. (Co-investigator), Sabanis, S. (Co-investigator), Szpruch, L. (Co-investigator), Tenesa, A. (Co-investigator), Wake, D. (Co-investigator), Williamson, B. (Co-investigator) & Yang, Y. (Co-investigator)
EU government bodies, Non-EU industry, commerce and public corporations
1/11/19 → 19/04/23
Project: Research
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Deep PDE solvers for inverse problems and large population games
Szpruch, L. (Principal Investigator)
1/06/18 → 1/12/18
Project: Research