Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Joachim De Lataillade"'
Publikováno v:
Journal of Finance and Data Science, Vol 6, Iss , Pp 16-30 (2020)
Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but mathematically non-trivial, trading environments. The env
Externí odkaz:
https://doaj.org/article/81017f6f729046e6ad4ff5876a37b0ec
Publikováno v:
Journal of Finance and Data Science, Vol 6, Iss, Pp 16-30 (2020)
Can deep reinforcement learning algorithms be exploited as solvers for optimal trading strategies? The aim of this work is to test reinforcement learning algorithms on conceptually simple, but mathematically non-trivial, trading environments. The env
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f0f93a0d88cfec1201ed0f6e0c872ce2
http://www.sciencedirect.com/science/article/pii/S2405918820300118
http://www.sciencedirect.com/science/article/pii/S2405918820300118
Autor:
Joachim De Lataillade
Publikováno v:
Mathematical Structures in Computer Science. 18:647-692
Curry-style system F, ie. system F with no explicit types in terms, can be seen as a core presentation of polymorphism from the point of view of programming languages. This paper gives a characterisation of type isomorphisms for this language, by usi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3834790038f08acc0fa34604ba19fa94
https://doi.org/10.1017/s0960129508006828
https://doi.org/10.1017/s0960129508006828
We consider the problem of the optimal trading strategy in the presence of linear costs, and with a strict cap on the allowed position in the market. Using Bellman's backward recursion method, we show that the optimal strategy is to switch between th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fb64696a573c2624dee14a04eca27d2b
http://arxiv.org/abs/1203.5957
http://arxiv.org/abs/1203.5957
Autor:
Joachim de Lataillade
Publikováno v:
LICS
We provide in this article two characterisation results, describing exactly which terms verify the dinaturality diagram, in Church-style system F and in Curry-style system F. The proof techniques we use here are purely syntactic, giving in particular
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0eac09627cdb67d7c39f5bd7ef3c38e5
https://doi.org/10.1109/lics.2009.30
https://doi.org/10.1109/lics.2009.30
Autor:
Joachim De Lataillade
The characterization of second-order type isomorphisms is a purely syntactical problem that we propose to study under the enlightenment of game semantics. We study this question in the case of second-order λ$\mu$-calculus, which can be seen as an ex
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0abfdb22b4d207f9ee5f5c2a751817e5
https://hal.archives-ouvertes.fr/hal-00149525/file/isotypes.pdf
https://hal.archives-ouvertes.fr/hal-00149525/file/isotypes.pdf
Autor:
RALPH MATTHES, SERGEI SOLOVIEV
Publikováno v:
Mathematical Structures in Computer Science; Aug2008, Vol. 18 Issue 4, p645-646, 2p
Autor:
Emilios Avgouleas, Heikki Marjosola
Global finance is in the middle of a radical transformation fueled by innovative financial technologies. The coronavirus pandemic has accelerated the digitization of retail financial services in Europe. Institutional interest and digital asset market
Autor:
Jean Goubault-Larrecq, Barbara König
This open access book constitutes the proceedings of the 23rd International Conference on Foundations of Software Science and Computational Structures, FOSSACS 2020, which took place in Dublin, Ireland, in April 2020, and was held as Part of the Euro
Autor:
Erich Grädel, Reinhard Kahle
The annual conference of the European Association for Computer Science Logic (EACSL), CSL 2009, was held in Coimbra (Portugal), September 7–11, 2009. The conference series started as a programme of International Workshops on Computer Science Logic,