Julian Sester
Orcid: 0000-0002-8373-4135
According to our database1,
Julian Sester
authored at least 6 papers
between 2021 and 2024.
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Bibliography
2024
Detecting Data-Driven Robust Statistical Arbitrage Strategies with Deep Neural Networks.
SIAM J. Financial Math., 2024
2023
A Deep Learning Approach to Data-Driven Model-Free Pricing and to Martingale Optimal Transport.
IEEE Trans. Inf. Theory, May, 2023
2022
Robust Q-learning Algorithm for Markov Decision Processes under Wasserstein Uncertainty.
CoRR, 2022
2021