DGM: A deep learning algorithm for solving partial differential equations J Sirignano, K Spiliopoulos Journal of computational physics 375, 1339-1364, 2018 | 1498 | 2018 |

Universal features of price formation in financial markets: perspectives from deep learning J Sirignano, R Cont Quantitative Finance 19 (9), 1449-1459, 2019 | 257 | 2019 |

Deep learning for mortgage risk J Sirignano, A Sadhwani, K Giesecke arXiv preprint arXiv:1607.02470, 2016 | 186 | 2016 |

Mean field analysis of neural networks: A central limit theorem J Sirignano, K Spiliopoulos Stochastic Processes and their Applications 130 (3), 1820-1852, 2020 | 141 | 2020 |

Deep learning for limit order books JA Sirignano Quantitative Finance 19 (4), 549-570, 2019 | 134 | 2019 |

Mean field analysis of neural networks: A law of large numbers J Sirignano, K Spiliopoulos SIAM Journal on Applied Mathematics 80 (2), 725-752, 2020 | 120 | 2020 |

Large portfolio asymptotics for loss from default K Giesecke, K Spiliopoulos, RB Sowers, JA Sirignano Mathematical Finance 25 (1), 77-114, 2015 | 77 | 2015 |

DPM: A deep learning PDE augmentation method with application to large-eddy simulation J Sirignano, JF MacArt, JB Freund Journal of Computational Physics 423, 109811, 2020 | 75 | 2020 |

Mean field analysis of neural networks J Sirignano, K Spiliopoulos arXiv preprint arXiv:1805.01053 1 (5), 2018 | 73 | 2018 |

Mean field analysis of deep neural networks J Sirignano, K Spiliopoulos arXiv preprint arXiv:1903.04440, 2019 | 59 | 2019 |

Stochastic gradient descent in continuous time J Sirignano, K Spiliopoulos SIAM Journal on Financial Mathematics 8 (1), 933-961, 2017 | 55 | 2017 |

Risk analysis for large pools of loans J Sirignano, K Giesecke Management Science 65 (1), 107-121, 2019 | 49 | 2019 |

Fluctuation analysis for the loss from default K Spiliopoulos, JA Sirignano, K Giesecke Stochastic Processes and their Applications 124 (7), 2322-2362, 2014 | 42 | 2014 |

Deep learning for mortgage risk A Sadhwani, K Giesecke, J Sirignano Journal of Financial Econometrics 19 (2), 313-368, 2021 | 36 | 2021 |

Stochastic gradient descent in continuous time: A central limit theorem J Sirignano, K Spiliopoulos Stochastic Systems 10 (2), 124-151, 2020 | 28 | 2020 |

Large-scale loan portfolio selection JA Sirignano, G Tsoukalas, K Giesecke Operations Research 64 (6), 1239-1255, 2016 | 28 | 2016 |

Inference for large financial systems K Giesecke, G Schwenkler, JA Sirignano Mathematical Finance 30 (1), 3-46, 2020 | 23 | 2020 |

Embedded training of neural-network subgrid-scale turbulence models JF MacArt, J Sirignano, JB Freund Physical Review Fluids 6 (5), 050502, 2021 | 17 | 2021 |

Asymptotics of reinforcement learning with neural networks J Sirignano, K Spiliopoulos Stochastic Systems 12 (1), 2-29, 2022 | 11 | 2022 |

A forward-backward algorithm for stochastic control problems SE Ludwig, JA Sirignano, R Huang, G Papanicolaou Proceedings of the 1st International Conference on Operations Research and …, 2012 | 9 | 2012 |