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Lukas Gonon

University of St. Gallen (HSG)

St.Gallen, 9000

Switzerland

Imperial College London

South Kensington Campus

Exhibition Road

London, SW7 2AZ

United Kingdom

  • University of St. Gallen (HSG)

  • Imperial College London

SCHOLARLY PAPERS

2

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1,272

TOTAL CITATIONS

3

Scholarly Papers (2)

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1.

Efficient Trading with Price Impact

Number of pages: 28 Posted: 19 Nov 2024 Last Revised: 01 Mar 2026
Xavier Brokmann, Lukas Gonon, Guangyi He, David Itkin and Johannes Muhle-Karbe
Qube Research & Technologies, University of St. Gallen (HSG), Imperial College London - Department of Mathematics, London School of Economics & Political Science (LSE) - Department of Statistics and Imperial College London - Department of Mathematics
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Citation 3

Abstract:

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nonlinear price impact, impact decay, optimal trading, efficient computation

2.

Infinite-Dimensional Reservoir Computing

Number of pages: 34 Posted: 25 Jan 2024
Lukas Gonon, Lyudmila Grigoryeva, Juan-Pablo Ortega and Juan-Pablo Ortega
University of St. Gallen (HSG), affiliation not provided to SSRN and Centre National de la Recherche Scientifique (CNRS)Nanyang Technological University
Downloads 27 (1,359,097)

Abstract:

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recurrent neural network, reservoir computing, echo state network, extreme learning machine, recurrent Barron functional, universality