Scholar
Lukas Gonon
Google Scholar ID: 8EnfGCQAAAAJ
University of St. Gallen
Citations & Impact
Citations
1,632
H-index
17
i10-index
21
Publications
20
Co-authors
0
Publications
Resume (English only)
Academic Achievements
- Principal investigator of multiple research grants:
- — 'Quantum machine learning for financial data streams' (2023–2024, funded by Innovate UK)
- — 'Quantum machine learning in finance' (2024, funded by Citibank)
- — 'Robustness and uncertainty in deep hedging' (2023–2027, funded by J.P. Morgan)
- — 'Deep learning for non-local partial differential equations' (2021–2024, funded by DFG)
- Published in top-tier venues including NeurIPS, ICML, ICLR, Mathematical Finance, SIAM Journal on Financial Mathematics, Neural Networks, and IEEE Transactions
- Multiple preprints on arXiv and SSRN with collaborators such as F. Biagini, T. Meyer-Brandis, A. Jacquier, and J.-P. Ortega
Background
- Assistant Professor at University of St. Gallen, affiliated with the School of Computer Science and the Center for Financial Services Innovation
- Honorary Senior Lecturer at Imperial College London
- Research focuses on foundations and applications of artificial intelligence, especially in finance
- Works on various machine learning methods (deep learning, quantum neural networks, reservoir computing, random features, kernel methods, etc.) in both classical and quantum computing paradigms
- Applications include time series, stochastic processes, partial differential equations, pricing, hedging, etc.
Co-authors