Search Results for author: Dan Leonte

Found 2 papers, 1 papers with code

Likelihood-based inference and forecasting for trawl processes: a stochastic optimization approach

1 code implementation30 Aug 2023 Dan Leonte, Almut E. D. Veraart

In this paper, we develop the first likelihood-based methodology for the inference of real-valued trawl processes and introduce novel deterministic and probabilistic forecasting methods.

Stochastic Optimization

Stability of Multi-Agent Learning: Convergence in Network Games with Many Players

no code implementations26 Jul 2023 Aamal Hussain, Dan Leonte, Francesco Belardinelli, Georgios Piliouras

The behaviour of multi-agent learning in many player games has been shown to display complex dynamics outside of restrictive examples such as network zero-sum games.

Q-Learning

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