Scholar

Patrick Cheridito

Google Scholar ID: 7NJ7Ax8AAAAJ

ETH Zurich

Homepage↗Google Scholar↗

Citations & Impact

All-time

Citations

2,906

H-index

28

i10-index

49

Publications

20

Co-authors

0

Contact

No contact links provided.

Publications

8 items

Physics-informed diffusion models in spectral space

2026

Cited

0

Deep Legendre Transform

2025

Cited

0

ABIDES-MARL: A Multi-Agent Reinforcement Learning Environment for Endogenous Price Formation and Execution in a Limit Order Book

2025

Cited

0

Robust Optimization in Causal Models and G-Causal Normalizing Flows

2025

Cited

0

Reinforcement Learning for Trade Execution with Market Impact

2025

Cited

0

Computing Optimal Transport Maps and Wasserstein Barycenters Using Conditional Normalizing Flows

2025

Cited

0

Deep Learning for Continuous-time Stochastic Control with Jumps

2025

Cited

0

Deep learning based numerical approximation algorithms for stochastic partial differential equations and high-dimensional nonlinear filtering problems

arXiv.org · 2020

Cited

14

Resume (English only)

Background

Professor of Mathematics at ETH Zurich; Director of RiskLab Switzerland; Director of ETH's FinsureTech Hub; Member of the board of the Swiss Association of Actuaries.

Co-authors

0 total

Co-authors: 0 (list not available)