Yaser Faghan
Yaser Faghan
CEMAPRE
Verified email at iseg.ulisboa.pt
Title
Cited by
Cited by
Year
Novel methods in computational finance
M Ehrhardt, M Günther, EJW Ter Maten
Springer International Publishing, 2017
122017
Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics
A Mosavi, P Ghamisi, Y Faghan, P Duan
Mathematics, 2020
102020
Pricing Perpetual Put Options by the Black–Scholes Equation with a Nonlinear Volatility Function
M do Rosário Grossinho, YK Faghan, D Ševčovič
Asia-Pacific Financial Markets 24 (4), 291-308, 2017
62017
Adversarial Attacks on Deep Algorithmic Trading Policies
Y Faghan, N Piazza, V Behzadan, A Fathi
arXiv preprint arXiv:2010.11388, 2020
12020
Pricing American Call Options Using the Black–Scholes Equation with a Nonlinear Volatility Function
M do Rosario Grossinho, D Sevcovic, Y Kord
Journal of Computational Finance, 2020
12020
Analytical and numerical results for American style of perpetual put options through transformation into nonlinear stationary Black-Scholes equations
M do Rosário Grossinho, Y Faghan, D Ševčovič
Novel Methods in Computational Finance, 129-142, 2017
12017
Gambler Bandits and the Regret of Being Ruined
FS Perotto, S Vakili, P Gajane, Y Faghan, M Bourgais
20th International Conference on Autonomous Agents and Multiagent Systems …, 2021
2021
Multi-Agent Deep Reinforcement Learning with Financial Application
VB Yaser Faghan, Nancirose Piazza
2021
Continuous Learning by Inverse Problem with Application in Price Correction of European Call Option
YF Esmaeil Azizi, Jianbin Zhaoa, Jingli Rena
Submitted, 15, 2020
2020
HAL Id: hal-03120813
FS Perotto, S Vakili, P Gajane, Y Faghan, M Bourgais
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