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Łukasz Szpruch · Study

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Łukasz Szpruch

11 works· latest 2024· 4 institutionscluster: provisionalORCID 0000-0003-4889-4587

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Most cited in this library

An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process2011 · 147 citations
Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients2012 · 113 citations
Towards algorithm auditing: managing legal, ethical and technological risks of AI, ML and associated algorithms2024 · 109 citations
Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model2010 · 105 citations
Towards Algorithm Auditing: A Survey on Managing Legal, Ethical and Technological Risks of AI, ML and Associated Algorithms2021 · 98 citations

Works

11 shown

Towards algorithm auditing: managing legal, ethical and technological risks of AI, ML and associated algorithms

Royal Society Open Science·2024·21 authors·Open access

109citations

The AI Revolution: Opportunities and Challenges for the Finance Sector

arXiv (Cornell University)·2023·8 authors·preprint·Open access

41citations

Weak quantitative propagation of chaos via differential calculus on the space of measures

The Annals of Applied Probability·2022·3 authors·Open access

50citations

McKean–Vlasov SDEs under measure dependent Lyapunov conditions

Annales de l Institut Henri Poincaré Probabilités et Statistiques·2021·3 authors·Open access

97citations

Towards Algorithm Auditing: A Survey on Managing Legal, Ethical and Technological Risks of AI, ML and Associated Algorithms

SSRN Electronic Journal·2021·19 authors·preprint·Open access

98

citations

Sig-SDEs model for quantitative finance

ACM International Conference on AI in Finance (ICAIF)·2020·3 authors·other·Open access

28citations

Robust Pricing and Hedging via Neural SDEs

SSRN Electronic Journal·2020·5 authors·preprint·Open access

24citations

Convergence, non-negativity and stability of a new Milstein scheme with applications to finance

Discrete and Continuous Dynamical Systems - B·2013·3 authors·Open access

79citations

Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients

Stochastics·2012·2 authors

113citations

An Euler-type method for the strong approximation of the Cox–Ingersoll–Ross process

Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences·2011·3 authors

147citations

Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model

BIT Numerical Mathematics·2010·4 authors

105citations