1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.RM2024
EX-DRL: Hedging Against Heavy Losses with EXtreme Distributional Reinforcement Learning
Parvin Malekzadeh, Zissis Poulos, Jacky Chen +2
Recent advancements in Distributional Reinforcement Learning (DRL) for modeling loss distributions have shown promise in developing hedging strategies in derivatives markets. A com…
cs.LG2024★ 1 cited
A Robust Quantile Huber Loss With Interpretable Parameter Adjustment In Distributional Reinforcement Learning
Parvin Malekzadeh, Konstantinos N. Plataniotis, Zissis Poulos +1
Distributional Reinforcement Learning (RL) estimates return distribution mainly by learning quantile values via minimizing the quantile Huber loss function, entailing a threshold p…