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Saeed Marzban
Publication Activity (10 Years)
Years Active: 2015-2023
Publications (10 Years): 4
Top Topics
Facility Location Problem
Portfolio Management
Robust Optimization
Dynamic Pricing
Top Venues
CoRR
Oper. Res. Lett.
Ann. Oper. Res.
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Publications
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Saeed Marzban
,
Erick Delage
,
Jonathan Yu-Meng Li
,
Jeremie Desgagne-Bouchard
,
Carl Dussault
WaveCorr: Deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management.
Oper. Res. Lett.
51 (6) (2023)
Saeed Marzban
,
Erick Delage
,
Jonathan Yu-Meng Li
Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures.
CoRR
(2021)
Saeed Marzban
,
Erick Delage
,
Jonathan Yu-Meng Li
,
Jeremie Desgagne-Bouchard
,
Carl Dussault
WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management.
CoRR
(2021)
Saeed Marzban
,
Masoud Mahootchi
,
Alireza Arshadi Khamseh
Developing a multi-period robust optimization model considering American style options.
Ann. Oper. Res.
233 (1) (2015)