Search Results for author: Loris Michel

Found 3 papers, 1 papers with code

Solving optimal stopping problems with Deep Q-Learning

no code implementations24 Jan 2021 John Ery, Loris Michel

We propose a reinforcement learning (RL) approach to model optimal exercise strategies for option-type products.

Q-Learning Reinforcement Learning (RL)

On the Use of Random Forest for Two-Sample Testing

1 code implementation14 Mar 2019 Simon Hediger, Loris Michel, Jeffrey Näf

The developed tests are easy to use, require almost no tuning, and are applicable for any distribution on $\mathbb{R}^d$.

Methodology

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