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Julian Sester

Robust Q-Learning for finite ambiguity sets

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Jul 05, 2024
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Neural networks can detect model-free static arbitrage strategies

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Jun 19, 2023
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Robust $Q$-learning Algorithm for Markov Decision Processes under Wasserstein Uncertainty

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Sep 30, 2022
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Markov Decision Processes under Model Uncertainty

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Jun 13, 2022
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Detecting data-driven robust statistical arbitrage strategies with deep neural networks

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Mar 10, 2022
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A deep learning approach to data-driven model-free pricing and to martingale optimal transport

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Mar 21, 2021
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