10 citations · 11 across the 4 of their papers we have counts for
5 papers
Agent-based Modelling of Credit Card Promotions
Conor B. Hamill, Raad Khraishi, Simona Gherghel +4
Interest-free promotions are a prevalent strategy employed by credit card lenders to attract new customers, yet the research exploring their effects on both consumers and lenders r…
Offline Deep Reinforcement Learning for Dynamic Pricing of Consumer Credit
Raad Khraishi, Ramin Okhrati
We introduce a method for pricing consumer credit using recent advances in offline deep reinforcement learning. This approach relies on a static dataset and requires no assumptions…
A Multilinear Sampling Algorithm to Estimate Shapley Values
Ramin Okhrati, Aldo Lipani
Shapley values are great analytical tools in game theory to measure the importance of a player in a game. Due to their axiomatic and desirable properties such as efficiency, they h…
Itô's formula for finite variation Lévy processes: The case of non-smooth functions
Ramin Okhrati, Uwe Schmock
Extending Itô's formula to non-smooth functions is important both in theory and applications. One of the fairly general extensions of the formula, known as Meyer-Itô, applies to on…
Hedging of defaultable claims in a structural model using a locally risk-minimizing approach
Ramin Okhrati, Alejandro Balbás, José Garrido
In the context of a locally risk-minimizing approach, the problem of hedging defaultable claims and their Follmer-Schweizer decompositions are discussed in a structural model. This…