Search Results for author: Matt Emschwiller

Found 2 papers, 0 papers with code

Neural Networks and Polynomial Regression. Demystifying the Overparametrization Phenomena

no code implementations23 Mar 2020 Matt Emschwiller, David Gamarnik, Eren C. Kızıldağ, Ilias Zadik

Thus a message implied by our results is that parametrizing wide neural networks by the number of hidden nodes is misleading, and a more fitting measure of parametrization complexity is the number of regression coefficients associated with tensorized data.

Generalization Bounds regression

Optimal multi-asset trading with linear costs: a mean-field approach

no code implementations13 May 2019 Matt Emschwiller, Benjamin Petit, Jean-Philippe Bouchaud

Optimal multi-asset trading with Markovian predictors is well understood in the case of quadratic transaction costs, but remains intractable when these costs are $L_1$.

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