2 citations · 3 across the 4 of their papers we have counts for
4 papers
Dynamic tail risk forecasting: what do realized skewness and kurtosis add?
Giampiero Gallo, Ostap Okhrin, Giuseppe Storti
This paper compares the accuracy of tail risk forecasts with a focus on including realized skewness and kurtosis in "additive" and "multiplicative" models. Utilizing a panel of 960…
Adaptive local VAR for dynamic economic policy uncertainty spillover
Niels Gillmann, Ostap Okhrin
The availability of data on economic uncertainty sparked a lot of interest in models that can timely quantify episodes of international spillovers of uncertainty. This challenging…
Vessel-following model for inland waterways based on deep reinforcement learning
Fabian Hart, Ostap Okhrin, Martin Treiber
While deep reinforcement learning (RL) has been increasingly applied in designing car-following models in the last years, this study aims at investigating the feasibility of RL-bas…
Missing Velocity in Dynamic Obstacle Avoidance based on Deep Reinforcement Learning
Fabian Hart, Martin Waltz, Ostap Okhrin
We introduce a novel approach to dynamic obstacle avoidance based on Deep Reinforcement Learning by defining a traffic type independent environment with variable complexity. Fillin…