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Deep Learning for Ranking Response Surfaces with Applications to Optimal Stopping Problems
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Deep Learning for Ranking Response Surfaces with Applications to Optimal Stopping Problems

Ruimeng Hu
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Papers citing "Deep Learning for Ranking Response Surfaces with Applications to Optimal Stopping Problems"

7 / 7 papers shown
Title
Deep Optimal Timing Strategies for Time Series
Deep Optimal Timing Strategies for Time Series
Chen Pan
Fan Zhou
Xuanwei Hu
Xinxin Zhu
Wenxin Ning
Zi Zhuang
Siqiao Xue
James Y. Zhang
Yun Hu
AI4TS
49
3
0
09 Oct 2023
Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing
Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing
Xuwei Yang
Anastasis Kratsios
Florian Krach
Matheus Grasselli
Aurelien Lucchi
FedML
59
2
0
08 Sep 2023
Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems
Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems
Chengfan Gao
Siping Gao
Ruimeng Hu
Zimu Zhu
59
14
0
08 Oct 2022
Data-driven Hedging of Stock Index Options via Deep Learning
Data-driven Hedging of Stock Index Options via Deep Learning
Jie Chen
Lingfei Li
AIFin
49
4
0
05 Nov 2021
Deep Reinforcement Learning for Optimal Stopping with Application in Financial Engineering
Deep Reinforcement Learning for Optimal Stopping with Application in Financial Engineering
A. Fathan
Erick Delage
OffRL
46
6
0
19 May 2021
Convergence of Deep Fictitious Play for Stochastic Differential Games
Convergence of Deep Fictitious Play for Stochastic Differential Games
Jiequn Han
Ruimeng Hu
Jihao Long
83
20
0
12 Aug 2020
Deep Fictitious Play for Stochastic Differential Games
Deep Fictitious Play for Stochastic Differential Games
Ruimeng Hu
105
29
0
22 Mar 2019