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!
| Publication | Date of Publication | Type |
|---|---|---|
| WaveCorr: deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management Operations Research Letters | 2024-06-17 | Paper |
| Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures Quantitative Finance | 2023-11-07 | Paper |
| Equal risk pricing and hedging of financial derivatives with convex risk measures Quantitative Finance | 2022-04-05 | Paper |
| Developing a multi-period robust optimization model considering American style options Annals of Operations Research | 2015-11-09 | Paper |
Research outcomes over time
This page was built for person: Saeed Marzban
