Search Results for author: Anil Bhatia

Found 1 papers, 0 papers with code

Learning to Liquidate Forex: Optimal Stopping via Adaptive Top-K Regression

no code implementations25 Feb 2022 Diksha Garg, Pankaj Malhotra, Anil Bhatia, Sanjay Bhat, Lovekesh Vig, Gautam Shroff

We consider learning a trading agent acting on behalf of the treasury of a firm earning revenue in a foreign currency (FC) and incurring expenses in the home currency (HC).

regression

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