6 citations · 15 across the 15 of their papers we have counts for
5 papers · 1 filter
Reinforcement Learning for Intra-and-Inter-Bank Borrowing and Lending Mean Field Control Game
Andrea Angiuli, Nils Detering, Jean-Pierre Fouque +2
We propose a mean field control game model for the intra-and-inter-bank borrowing and lending problem. This framework allows to study the competitive game arising between groups of…
Bootstrap Percolation in Random Graphs of Unbounded Rank
Nils Detering, Jimin Lin
Bootstrap percolation in (random) graphs is a contagion dynamic among a set of vertices with certain threshold levels. The process is started by a set of initially infected vertice…
Reinforcement Learning Algorithm for Mixed Mean Field Control Games
Andrea Angiuli, Nils Detering, Jean-Pierre Fouque +2
We present a new combined \textit{mean field control game} (MFCG) problem which can be interpreted as a competitive game between collaborating groups and its solution as a Nash equ…
Pricing options on flow forwards by neural networks in Hilbert space
Fred Espen Benth, Nils Detering, Luca Galimberti
We propose a new methodology for pricing options on flow forwards by applying infinite-dimensional neural networks. We recast the pricing problem as an optimization problem in a Hi…
Optimal Support for Distressed Subsidiaries -- a Systemic Risk Perspective
Maxim Bichuch, Nils Detering
We consider a network of bank holdings, where every holding has two subsidiaries of different types. A subsidiary can trade with another holding's subsidiary of the same type. Hold…