29 citations · 68 across the 26 of their papers we have counts for
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cs.LG2020
Model-Free Algorithm and Regret Analysis for MDPs with Long-Term Constraints
Qinbo Bai, Vaneet Aggarwal, Ather Gattami
In the optimization of dynamical systems, the variables typically have constraints. Such problems can be modeled as a constrained Markov Decision Process (CMDP). This paper conside…
math.OC2020★ 3 cited
Provably Efficient Model-Free Algorithm for MDPs with Peak Constraints
Qinbo Bai, Vaneet Aggarwal, Ather Gattami
In the optimization of dynamic systems, the variables typically have constraints. Such problems can be modeled as a Constrained Markov Decision Process (CMDP). This paper considers…
cs.LG2020★ 3 cited
Conditional Mutual information-based Contrastive Loss for Financial Time Series Forecasting
Hanwei Wu, Ather Gattami, Markus Flierl
We present a representation learning framework for financial time series forecasting. One challenge of using deep learning models for finance forecasting is the shortage of availab…