Felizardo, Leonardo Kanashiro
- Solving the optimal stopping problem with reinforcement learning: an application in financial option exercise
2022/07/21 by Leonardo Kanashiro Felizardo, Élia Yathie Matsumoto, Felizardo, Leonardo Kanashiro +3 · 3 citations
Decision Sciences · Economics, Econometrics and Finance · #Artificial Intelligence (cs.AI) #Auction Theory and Applications #Capital Investment and Risk Analysis #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Stochastic processes and financial applications
- Reinforcement Learning Applied to Trading Systems: A Survey
2022/11/01 by Felizardo, Leonardo Kanashiro, Paiva, Francisco Caio Lima, Costa, Anna Helena Reali +1 · 1 citation
#Artificial Intelligence (cs.AI) #FOS: Computer and information sciences