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Mexico International University

Mexico

2 papers here2 citations across 2
fields
  • cs.AI1
  • q-fin.ST1
ROR 0343mwx11OpenAlex

affiliations via OpenAlex

most citedApproximate Modified Policy Iteration

1 citations

researchers with a paper here
  • Bruno Scherrer1
  • Fabrizio Lillo1
  • Giacomo Bormetti1
  • Lucio Maria Calcagnile1
  • Matthieu Geist1
  • Michele Treccani1
  • Mohammad Ghavamzadeh1
  • Stefano Marmi1
  • Victor Gabillon1
collaborating institutions
  • Centre Inria de l'Université de LilleFR1 paper
  • Georgia Tech-CNRS LaboratoryFR1 paper
  • Georgia Tech-EuropeFR1 paper
  • Institut national de recherche en sciences et technologies du numériqueFR1 paper
  • Laboratoire Lorrain de Recherche en Informatique et ses ApplicationsFR1 paper
  • PaneraTech (United States)US1 paper
  • SupélecFR1 paper
  • University of BolognaIT1 paper

2 papers

q-fin.ST2015★ 1 cited

Collective synchronization and high frequency systemic instabilities in financial markets

Lucio Maria Calcagnile, Giacomo Bormetti, Michele Treccani +2

Recent years have seen an unprecedented rise of the role that technology plays in all aspects of human activities. Unavoidably, technology has heavily entered the Capital Markets t…

cs.AI2012★ 1 cited

Approximate Modified Policy Iteration

Bruno Scherrer, Victor Gabillon, Mohammad Ghavamzadeh +1

Modified policy iteration (MPI) is a dynamic programming (DP) algorithm that contains the two celebrated policy and value iteration methods. Despite its generality, MPI has not bee…

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