3 citations · 3 across the 2 of their papers we have counts for
2 papers
q-fin.RM2021★ 3 cited
Pseudo-Model-Free Hedging for Variable Annuities via Deep Reinforcement Learning
Wing Fung Chong, Haoen Cui, Yuxuan Li
This paper proposes a two-phase deep reinforcement learning approach, for hedging variable annuity contracts with both GMMB and GMDB riders, which can address model miscalibration…
cs.RO2020
NEARL: Non-Explicit Action Reinforcement Learning for Robotic Control
Nan Lin, Yuxuan Li, Yujun Zhu +6
Traditionally, reinforcement learning methods predict the next action based on the current state. However, in many situations, directly applying actions to control systems or robot…