3 papers
cs.LG2025
ObjectRL: An Object-Oriented Reinforcement Learning Codebase
Gulcin Baykal, Abdullah Akgül, Manuel Haussmann +4
ObjectRL is an open-source Python codebase for deep reinforcement learning (RL), designed for research-oriented prototyping with minimal programming effort. Unlike existing codebas…
q-fin.CP2021
Predicting Risk-adjusted Returns using an Asset Independent Regime-switching Model
Nicklas Werge
Financial markets tend to switch between various market regimes over time, making stationarity-based models unsustainable. We construct a regime-switching model independent of asse…
q-fin.ST2020
AdaVol: An Adaptive Recursive Volatility Prediction Method
Nicklas Werge, Olivier Wintenberger
Quasi-Maximum Likelihood (QML) procedures are theoretically appealing and widely used for statistical inference. While there are extensive references on QML estimation in batch set…