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

11 January 2019

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

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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 48 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