2 citations · 3 across the 15 of their papers we have counts for
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q-fin.TR2023
Decentralized Finance: Protocols, Risks, and Governance
Agostino Capponi, Garud Iyengar, Jay Sethuraman
Financial markets are undergoing an unprecedented transformation. Technological advances have brought major improvements to the operations of financial services. While these advanc…
stat.ML2023
A Doubly Robust Approach to Sparse Reinforcement Learning
Wonyoung Kim, Garud Iyengar, Assaf Zeevi
We propose a new regret minimization algorithm for episodic sparse linear Markov decision process (SMDP) where the state-transition distribution is a linear function of observed fe…