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Showing results 1 to 4 of 4

1
Cross-Sectional Variation of Intraday Liquidity, Cross-Impact and Their Effect on Portfolio Execution

Min, Seungki; Maglaras, Costis; Moallemi, Ciamac C., OPERATIONS RESEARCH, v.70, no.2, pp.830 - 846, 2022-03

2
Improving Thompson sampling via information relaxation for budgeted multi-armed bandits = 예산제약이 있는 멀티암드벤딧에서 정보 완화를 통한 톰슨샘플링 개선link

Jeong, Woojin; 정우진; et al, 한국과학기술원, 2023

3
Improving upper confidence reinforcement learning with bootstrapping = 강화학습에서의 효율적 탐색을 위한 부트스트랩 기법의 활용link

Kim, Sanghwa; Min, Seungki; 민승기; Kim, Kyoung-Kuk; et al, 한국과학기술원, 2022

4
Thompson sampling with information relaxation penalties

Min, Seungki; Maglaras, Costis; Moallemi, Ciamac C., 33rd Annual Conference on Neural Information Processing Systems, NeurIPS 2019, Neural information processing systems foundation, 2019-12-08

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