Optimal Stopping with Gaussian Processes
Author:
Affiliation:
1. AI Research, JP Morgan Chase, USA
2. AI Research, JP Morgan Chase, UK
3. AI Services & Innovation, JP Morgan Chase, USA
Publisher
ACM
Link
https://dl.acm.org/doi/pdf/10.1145/3533271.3561670
Reference41 articles.
1. Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics
2. Deep optimal stopping;Becker Sebastian;Journal of Machine Learning Research,2019
3. Solving high-dimensional optimal stopping problems using deep learning
4. The theory of dynamic programming
5. Donald J Berndt and James Clifford . 1994 . Using dynamic time warping to find patterns in time series .. In KDD workshop, Vol. 10 . Seattle, WA, USA:, 359–370. Donald J Berndt and James Clifford. 1994. Using dynamic time warping to find patterns in time series.. In KDD workshop, Vol. 10. Seattle, WA, USA:, 359–370.
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