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Deep reinforcement learning for market making in corporate bonds : beating the curse of dimensionality
Guéant, Olivier; Manziuk, Iuliia - In: Applied mathematical finance 26 (2019) 5, pp. 387-452
Persistent link: https://www.econbiz.de/10012210413
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Accelerated share repurchase and other buyback programs : what neural networks can bring
Guéant, Olivier; Manziuk, Iuliia; Pu, Jiang - In: Quantitative finance 20 (2020) 8, pp. 1389-1404
Persistent link: https://www.econbiz.de/10012262692
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Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty
Bismuth, Alexis; Guéant, Olivier; Pu, Jiang - In: Mathematics and financial economics 13 (2019) 4, pp. 661-719
Persistent link: https://www.econbiz.de/10012055900
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Learning a functional control for high-frequency finance
Leal, Laura; Lauriere, Mathieu; Lehalle, Charles-Albert - In: Quantitative finance 22 (2022) 11, pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
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Optimal posting price of limit orders : learning by trading
Laruelle, Sophie; Lehalle, Charles-Albert; Pagès, Gilles - In: Mathematics and financial economics 7 (2013) 3, pp. 359-403
Persistent link: https://www.econbiz.de/10009754843
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Improving reinforcement learning algorithms : towards optimal learning rate policies
Mounjid, Othmane; Lehalle, Charles-Albert - In: Mathematical finance : an international journal of … 34 (2024) 2, pp. 588-621
Persistent link: https://www.econbiz.de/10014514797