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Mario Schlener
Publication Activity (10 Years)
Years Active: 2022-2024
Publications (10 Years): 3
Top Topics
Payoff Functions
Learning Models
Transaction Costs
Reinforcement Learning
Top Venues
CoRR
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Publications
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Anil Sharma
,
Freeman Chen
,
Jaesun Noh
,
Julio DeJesus
,
Mario Schlener
Hedging Beyond the Mean: A Distributional Reinforcement Learning Perspective for Hedging Portfolios with Structured Products.
CoRR
(2024)
Reilly Pickard
,
Finn Wredenhagen
,
Julio DeJesus
,
Mario Schlener
,
Yuri A. Lawryshyn
Hedging American Put Options with Deep Reinforcement Learning.
CoRR
(2024)
Rasoul Shahsavarifar
,
Jithu Chandran
,
Mario Inchiosa
,
Amit Deshpande
,
Mario Schlener
,
Vishal Gossain
,
Yara Elias
,
Vinaya Murali
Identifying, measuring, and mitigating individual unfairness for supervised learning models and application to credit risk models.
CoRR
(2022)