Casgrain, Philippe

1. Mean-Field Games with Differing Beliefs for Algorithmic Trading
   2018/10/14 by Casgrain, Philippe, Jaimungal, Sebastian · 3 citations
   #05C57 #90B50 #91A10 #91B60 #91G80 #FOS: Economics and business #Mathematical Finance (q-fin.MF)
2. Deep Q-Learning for Nash Equilibria: Nash-DQN
   2019/04/23 by Casgrain, Philippe, Ning, Brian, Jaimungal, Sebastian · 2 citations
   #Computational Finance (q-fin.CP) #Computer Science and Game Theory (cs.GT) #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML)
3. Anytime-valid sequential testing for elicitable functionals via supermartingales
   2022/04/12 by Philippe Casgrain, Martin Larsson, Casgrain, Philippe +3 · 2 citations
   Mathematics · Computer Science · Decision Sciences · #Statistical Methods and Inference #Distributed Sensor Networks and Detection Algorithms #Advanced Bandit Algorithms Research
4. A Latent Variational Framework for Stochastic Optimization
   2019/05/05 by Casgrain, Philippe · 1 citation
   #49 #60 #65C30 #65C60 #Computation (stat.CO) #FOS: Computer and information sciences #FOS: Mathematics #G.1.6 #G.3 #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Probability (math.PR)