Jonathan Yumeng Li | DeepAI

DeepAI

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Featured Co-authors

Erick Delage
10 publications
Saeed Marzban
2 publications
Jeremie Desgagne-Bouchard
1 publication
Carl Dussault
1 publication

research

∙ 09/14/2021

WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management

The problem of portfolio management represents an important and challeng...

0 Saeed Marzban, et al. ∙

research

∙ 09/09/2021

Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures

Recently equal risk pricing, a framework for fair derivative pricing, wa...

0 Saeed Marzban, et al. ∙