3 papers
cs.LG2026
AlphaRJM: Reward-Jump Memory for Stochastic Return-Guided Alpha Discovery
Sayan Dhan, Selvaraju Natarajan
Formulaic alpha discovery is a pool-dependent symbolic search problem in which informative feedback is observed primarily when a complete expression is evaluated. This delayed feed…
q-fin.PM2025
Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach
Arishi Orra, Aryan Bhambu, Himanshu Choudhary +2
Portfolio optimization requires dynamic allocation of funds by balancing the risk and return tradeoff under dynamic market conditions. With the recent advancements in AI, Deep Rein…
q-fin.RM2022
A contagion process with self-exciting jumps in credit risk applications
Puneet Pasricha, Dharmaraja Selvamuthu, Selvaraju Natarajan
The modeling of the probability of joint default or total number of defaults among the firms is one of the crucial problems to mitigate the credit risk since the default correlatio…