3 papers
cs.LG2026
Geometrically Constrained Outlier Synthesis
Daniil Karzanov, Marcin Detyniecki
Deep neural networks for image classification often exhibit overconfidence on out-of-distribution (OOD) samples. To address this, we introduce Geometrically Constrained Outlier Syn…
q-fin.PM2025
Regret-Optimized Portfolio Enhancement through Deep Reinforcement Learning and Future Looking Rewards
Daniil Karzanov, Rubén Garzón, Mikhail Terekhov +3
This paper introduces a novel agent-based approach for enhancing existing portfolio strategies using Proximal Policy Optimization (PPO). Rather than focusing solely on traditional…
stat.AP2023
Modelling Structural Breaks In Stock Price Time Series Using Stochastic Differential Equations
Daniil Karzanov
This paper studies the effect of quarterly earnings reports on the stock price. The profitability of the stock is modelled by geometric Brownian diffusion and the Constant Elastici…