Federico Cornalba

Publication Activity (10 Years)

Years Active: 2019-2024
Publications (10 Years): 8

Top Topics

Financial Markets

Monte Carlo Methods

Temporal Difference

Reinforcement Learning

Top Venues

Neural Comput. Appl.

SIAM J. Math. Anal.

Publications

Federico Cornalba, Constantin Disselkamp, Davide Scassola, Christopher Helf
Multi-objective reward generalization: improving performance of Deep Reinforcement Learning for applications in single-asset trading. Neural Comput. Appl. 36 (2) (2024)
Sebastian Zimper, Federico Cornalba, Natasa Djurdjevac Conrad, Ana Djurdjevac
On reduced inertial PDE models for Cucker-Smale flocking dynamics. CoRR (2024)
Federico Cornalba, Julian Fischer
Multilevel Monte Carlo methods for the Dean-Kawasaki equation from Fluctuating Hydrodynamics. CoRR (2023)
Federico Cornalba, Julian Fischer, Jonas Ingmanns, Claudia Raithel
Density fluctuations in weakly interacting particle systems via the Dean-Kawasaki equation. CoRR (2023)
Federico Cornalba, Constantin Disselkamp, Davide Scassola, Christopher Helf
Multi-Objective reward generalization: Improving performance of Deep Reinforcement Learning for selected applications in stock and cryptocurrency trading. CoRR (2022)
Federico Cornalba, Tony Shardlow
The Regularised Inertial Dean-Kawasaki equation: discontinuous Galerkin approximation and modelling for low-density regime. CoRR (2022)
Federico Cornalba, Julian Fischer
The Dean-Kawasaki equation and the structure of density fluctuations in systems of diffusing particles. CoRR (2021)
Federico Cornalba, Tony Shardlow, Johannes Zimmer
A Regularized Dean-Kawasaki Model: Derivation and Analysis. SIAM J. Math. Anal. 51 (2) (2019)