3 papers
q-fin.RM2024
EX-DRL: Hedging Against Heavy Losses with EXtreme Distributional Reinforcement Learning
Parvin Malekzadeh, Zissis Poulos, Jacky Chen +2
Recent advancements in Distributional Reinforcement Learning (DRL) for modeling loss distributions have shown promise in developing hedging strategies in derivatives markets. A com…
cs.LG2024
Uncertainty-aware transfer across tasks using hybrid model-based successor feature reinforcement learning
Parvin Malekzadeh, Ming Hou, Konstantinos N. Plataniotis
Sample efficiency is central to developing practical reinforcement learning (RL) for complex and large-scale decision-making problems. The ability to transfer and generalize knowle…
cs.LG2024
Active Inference and Reinforcement Learning: A unified inference on continuous state and action spaces under partial observability
Parvin Malekzadeh, Konstantinos N. Plataniotis
Reinforcement learning (RL) has garnered significant attention for developing decision-making agents that aim to maximize rewards, specified by an external supervisor, within fully…