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stat.ML2019
Deep Learning for Ranking Response Surfaces with Applications to Optimal Stopping Problems
Ruimeng Hu
In this paper, we propose deep learning algorithms for ranking response surfaces, with applications to optimal stopping problems in financial mathematics. The problem of ranking re…
stat.ML2015★ 27 cited
Sequential Design for Ranking Response Surfaces
Ruimeng Hu, Mike Ludkovski
We propose and analyze sequential design methods for the problem of ranking several response surfaces. Namely, given response surfaces over a continuous input space $\cal…