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q-fin.MF2026
Reinforcement Learning for Speculative Trading under Exploratory Framework
Yun Zhao, Alex S. L. Tse, Harry Zheng
We study a speculative trading problem within the exploratory reinforcement learning (RL) framework of Wang et al. [2020]. The problem is formulated as a sequential optimal stoppin…
q-fin.MF2025
Neural Network Convergence for Variational Inequalities
Yun Zhao, Harry Zheng
We propose an approach to applying neural networks on linear parabolic variational inequalities. We use loss functions that directly incorporate the variational inequality on the w…