Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

Foundations of Reinforcement Learning with Applications in Finance

From MaRDI portal
Publication:5877491
Jump to:navigation, search

DOI10.1201/9781003229193OpenAlexW4306822038MaRDI QIDQ5877491FDOQ5877491

Ashwin Rao, Tikhon Jelvis

Publication date: 13 February 2023


Full work available at URL: https://doi.org/10.1201/9781003229193




Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to computer science (68-01) Financial applications of other theories (91G80)



Cited In (2)

  • Learning to profit with discrete investment rules
  • RL-book

Uses Software

  • Python


   Recommendations
  • Deep differentiable reinforcement learning and optimal trading πŸ‘ πŸ‘Ž
  • A reinforcement learning approach to optimal execution πŸ‘ πŸ‘Ž
  • Machine Learning in Finance πŸ‘ πŸ‘Ž
  • Reinforcement learning theory, algorithms and its application πŸ‘ πŸ‘Ž
  • Deep Reinforcement Learning πŸ‘ πŸ‘Ž
  • Reinforcement learning and stochastic optimisation πŸ‘ πŸ‘Ž
  • Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures πŸ‘ πŸ‘Ž





This page was built for publication: Foundations of Reinforcement Learning with Applications in Finance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5877491)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5877491&oldid=30736550"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 7 March 2024, at 05:55. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki