Yuchao Dong
- Randomized Optimal Stopping Problem in Continuous time and Reinforcement Learning Algorithm
2022/08/04 by Yuchao Dong, Dong, Yuchao · 6 citations
Computer Science · #Adaptive Dynamic Programming Control #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Optimization and Search Problems #Reinforcement Learning in Robotics
- Data-Driven Merton's Strategies via Policy Randomization
2023/12/19 by Min Dai, Yuchao Dong, Dai, Min +5 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #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) #Portfolio Management (q-fin.PM) #Stochastic processes and financial applications