List of publications
Preprints
- A. Kratsios, A. Neufeld, P. Schmocker. Generative neural operators of log-complexity can simultaneously solve infinitely many convex programs, 2025.
- A. Neufeld, T.A. Nguyen, P. Schmocker. Multilevel Picard approximations for McKean-Vlasov stochastic differential equations with nonconstant diffusion parts, 2025.
- A. Neufeld, P. Schmocker. Solving stochastic partial differential equations with neural networks in the Wiener chaos expansion, 2024.
- A. Neufeld, P. Schmocker. Universal approximation property of Banach space-valued random feature models including random neural networks, 2023.
- C. Cucherio, P. Schmocker, J. Teichmann. Global universal approximation of functional input maps on weighted spaces, 2023.
- A. Neufeld, P. Schmocker. Chaotic hedging with iterated integrals and neural networks, 2022.
Publications
PhD-Theses
- P. Schmocker. Random neural networks and Wiener chaos expansion, Nanyang Technological University (NTU), Singapore, supervised by Ariel Neufeld, 2025.
- P. Schmocker. Universal approximation on path spaces and applications in finance, University of St.Gallen.