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

v1v2 (latest)

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

11 January 2019

ArXiv (abs)PDF HTML

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 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 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 Chengfan Gao Siping Gao Ruimeng Hu Zimu Zhu 59 14 0 08 Oct 2022
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 A. Fathan Erick Delage OffRL 46 6 0 19 May 2021
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 Ruimeng Hu 105 29 0 22 Mar 2019