2 papers
cs.LG2026
From Optimal Actions to World Models: Identifiability of Transition Kernels in Discounted MDPs
Neal Batra
We study what can be recovered about the transition probabilities of a Markov decision process from optimal actions alone. This is closely related to the inverse problem considered…
q-fin.MF2025
Modelling High-Frequency Data with Bivariate Hawkes Processes: Power-Law vs. Exponential Kernels
Neal Batra
This study explores the application of Hawkes processes to model high-frequency data in the context of limit order books. Two distinct Hawkes-based models are proposed and analyzed…