no code implementations • 23 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.
no code implementations • 13 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 $L_1$.