Zobrazeno 1 - 6
of 6
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