2 papers
q-fin.PM2025
Accelerated Portfolio Optimization and Option Pricing with Reinforcement Learning
Hadi Keramati, Samaneh Jazayeri
We present a reinforcement learning (RL)-driven framework for optimizing block-preconditioner sizes in iterative solvers used in portfolio optimization and option pricing. The cova…
cs.CE2025
AK-SLRL: Adaptive Krylov Subspace Exploration Using Single-Life Reinforcement Learning for Sparse Linear System
Hadi Keramati, Feridun Hamdullahpur
This paper presents a single-life reinforcement learning (SLRL) approach to adaptively select the dimension of the Krylov subspace during the generalized minimal residual (GMRES) i…