12 citations · 19 across the 5 of their papers we have counts for
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cs.AI2022★ 6 cited
Reinforcement Learning Applied to Trading Systems: A Survey
Leonardo Kanashiro Felizardo, Francisco Caio Lima Paiva, Anna Helena Reali Costa +1
Financial domain tasks, such as trading in market exchanges, are challenging and have long attracted researchers. The recent achievements and the consequent notoriety of Reinforcem…
q-fin.CP2022★ 1 cited
Solving the optimal stopping problem with reinforcement learning: an application in financial option exercise
Leonardo Kanashiro Felizardo, Elia Matsumoto, Emilio Del-Moral-Hernandez
The optimal stopping problem is a category of decision problems with a specific constrained configuration. It is relevant to various real-world applications such as finance and man…