368 citations · 693 across the 10 of their papers we have counts for
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math.ST2018★ 2 cited
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…
cs.LG2018★ 133 cited
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…