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Sebastian Jaimungal

Robust Reinforcement Learning with Dynamic Distortion Risk Measures

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Sep 16, 2024
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Kullback-Leibler Barycentre of Stochastic Processes

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Jul 05, 2024
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Learning conditional distributions on continuous spaces

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Jun 13, 2024
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Eliciting Risk Aversion with Inverse Reinforcement Learning via Interactive Questioning

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Aug 16, 2023
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Robust Risk-Aware Option Hedging

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Apr 18, 2023
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FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs

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Mar 01, 2023
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Distributional Method for Risk Averse Reinforcement Learning

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Feb 27, 2023
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Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning

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Jun 29, 2022
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Reinforcement Learning with Dynamic Convex Risk Measures

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Dec 26, 2021
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Deep Learning for Principal-Agent Mean Field Games

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Oct 03, 2021
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