368 citations · 447 across the 3 of their papers we have counts for
5 papers
The Fourier Transform Method for Volatility Functional Inference by Asynchronous Observations
Richard Y. Chen
We study the volatility functional inference by Fourier transforms. This spectral framework is advantageous in that it harnesses the power of harmonic analysis to handle missing da…
Inference for Volatility Functionals of Multivariate Itô Semimartingales Observed with Jump and Noise
Richard Y. Chen
This paper presents the nonparametric inference for nonlinear volatility functionals of general multivariate Itô semimartingales, in high-frequency and noisy setting. Pre-averaging…
Evolved Policy Gradients
Rein Houthooft, Richard Y. Chen, Phillip Isola +4
We propose a metalearning approach for learning gradient-based reinforcement learning (RL) algorithms. The idea is to evolve a differentiable loss function, such that an agent, whi…
Parameter Space Noise for Exploration
Matthias Plappert, Rein Houthooft, Prafulla Dhariwal +6
Deep reinforcement learning (RL) methods generally engage in exploratory behavior through noise injection in the action space. An alternative is to add noise directly to the agent'…
UCB Exploration via Q-Ensembles
Richard Y. Chen, Szymon Sidor, Pieter Abbeel +1
We show how an ensemble of -functions can be leveraged for more effective exploration in deep reinforcement learning. We build on well established algorithms from the bandit s…