Ning, Brian

1. Double Deep Q-Learning for Optimal Execution
   2018/12/17 by Brian Ning, Ning, Brian, Franco Ho Ting Ling +3 · 9 citations
   Decision Sciences · Economics, Econometrics and Finance · #91G99 #93E35 #Advanced Bandit Algorithms Research #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Financial Markets and Investment Strategies #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Stock Market Forecasting Methods #Trading and Market Microstructure (q-fin.TR)
2. Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders
   2021/08/10 by Brian Ning, Ning, Brian, Sebastian Jaimungal +5 · 5 citations
   Economics, Econometrics and Finance · Engineering · #Computational Finance (q-fin.CP) #Energy Load and Power Forecasting #FOS: Computer and information sciences #FOS: Economics and business #Financial Risk and Volatility Modeling #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Mathematical Finance (q-fin.MF) #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications
3. Deep Q-Learning for Nash Equilibria: Nash-DQN
   2019/04/23 by Casgrain, Philippe, Ning, Brian, Jaimungal, Sebastian · 3 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)