Brian Ning

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders
SIAM Journal on Financial Mathematics
2023-11-23Paper
Deep Q-Learning for Nash Equilibria: Nash-DQN
Applied Mathematical Finance
2023-02-28Paper
Double deep Q-learning for optimal execution
Applied Mathematical Finance
2022-07-26Paper


Research outcomes over time


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