Narrow search
Showing 1 - 2 of 2
Cover Image
Double Deep Q-Learning for optimal execution
Ning, Brian; Lin, Franco Ho Ting; Jaimungal, Sebastian - In: Applied mathematical finance 28 (2021) 4, pp. 361-380
Persistent link: https://www.econbiz.de/10013411703
Cover Image
Deep Q-learning for Nash equilibria : Nash-DQN
Casgrain, Philippe; Ning, Brian; Jaimungal, Sebastian - In: Applied mathematical finance 29 (2022) 1, pp. 62-78
Persistent link: https://www.econbiz.de/10013554784