Leandro Sanchez-Betancourt | DeepAI

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Featured Co-authors

Rahul Savani
28 publications
Yufei Zhang
18 publications
Cristopher Salvi
11 publications
Joseph Jerome
3 publications
Melker Hoglund
1 publication
Emilio Ferrucci
1 publication
Martin Herdegen
1 publication
Camilo Hernandez
1 publication
Aitor Muguruza Gonzalez
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research

∙ 06/25/2023

A Neural RDE approach for continuous-time non-Markovian stochastic control problems

We propose a novel framework for solving continuous-time non-Markovian s...

0 Melker Hoglund, et al. ∙

research

∙ 09/16/2022

Model-based gym environments for limit order book trading

Within the mathematical finance literature there is a rich catalogue of ...

0 Joseph Jerome, et al. ∙