Mikko Pakkanen

Publication Activity (10 Years)

Years Active: 2022-2022
Publications (10 Years): 2

Top Topics

Stochastic Process

Top Venues

Publications

Phillip Murray, Ben Wood, Hans Buehler, Magnus Wiese, Mikko Pakkanen
Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions. ICAIF (2022)
Swapnil Mishra, Seth Flaxman, Tresnia Berah, Harrison Zhu, Mikko Pakkanen, Samir Bhatt
πVAE: a stochastic process prior for Bayesian deep learning with MCMC. Stat. Comput. 32 (6) (2022)