Links for the most relevant topics
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Updated
Dec 20, 2019
Links for the most relevant topics
A log likelihood process for optimal entry / exit / stopping.
Pricing American style option by estimating optimal stopping time using deep learning
Comparative Analysis of Dual Algorithms for high-dimensional Stopping Problems
Instructive game aimed to illustrate the concept of Optimal Stopping in Reinforcement Learning.
Repo containing chapters 1-5 from my bachelor thesis
Computer Science Notes 2024 (Decision Theory, etc.)
Practical Implementation for Optimal Stopping Look Then Leap Rule
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