3 citations · 3 across the 3 of their papers we have counts for
3 papers
q-fin.PM2024★ 3 cited
Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks
Yaacov Kopeliovich, Michael Pokojovy
With the recent advancements in machine learning (ML), artificial neural networks (ANN) are starting to play an increasingly important role in quantitative finance. Dynamic portfol…
math.OC2023
Optimal control problems for stochastic processes with absorbing regime
yaacov Kopeliovich
In this paper we formulate and solve an optimal problem for Stochastic process with a regime absorbing state. The solution for this problem is obtained through a system of partial…
math.NT2023
P-adic generalizations of hyper-elliptic functions
Yaacov Kopeliovich
We express the branch points cross ratio of Hyper-elliptic Mumford curves as quotients of p adic theta functions evaluated at the p adic period matrix