Brian Ning

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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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