Patrick Cheridito
Scholar

Patrick Cheridito

Google Scholar ID: 7NJ7Ax8AAAAJ
ETH Zurich
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Citations & Impact
All-time
Citations
2,906
 
H-index
28
 
i10-index
49
 
Publications
20
 
Co-authors
0
 
Publications
10 items
Multi-Level Market Making with Reinforcement Learning
2026
Cited
0
INEUS: Iterative Neural Solver for High-Dimensional PIDEs
2026
Cited
0
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
Resume
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.