Solving the optimal stopping problem with reinforcement learning: an application in financial option exercise.
Leonardo Kanashiro Felizardo, Elia Yathie Matsumoto, Emilio Del-Moral-Hernandez
Browse the full IJCNN paper archive.
Leonardo Kanashiro Felizardo, Elia Yathie Matsumoto, Emilio Del-Moral-Hernandez
Browse the full IJCNN paper archive.