2 papers
q-fin.MF2024
Factor risk measures
Hirbod Assa, Peng Liu
This paper introduces and studies factor risk measures. While risk measures only rely on the distribution of a loss random variable, in many cases risk needs to be measured relativ…
cs.LG2024
Auxiliary Reward Generation with Transition Distance Representation Learning
Siyuan Li, Shijie Han, Yingnan Zhao +2
Reinforcement learning (RL) has shown its strength in challenging sequential decision-making problems. The reward function in RL is crucial to the learning performance, as it serve…