124 citations · 146 across the 6 of their papers we have counts for
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cs.LG2024
Robot See, Robot Do: Imitation Reward for Noisy Financial Environments
Sven Goluža, Tomislav Kovačević, Stjepan Begušić +1
The sequential nature of decision-making in financial asset trading aligns naturally with the reinforcement learning (RL) framework, making RL a common approach in this domain. How…
q-fin.ST2024★ 3 cited
Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series
Lucija Žignić, Stjepan Begušić, Zvonko Kostanjčar
Estimation of high-dimensional covariance matrices in latent factor models is an important topic in many fields and especially in finance. Since the number of financial assets grow…