Mikko Pakkanen

According to our database, Mikko Pakkanen authored at least 2 papers in 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

πVAE: a stochastic process prior for Bayesian deep learning with MCMC.

Swapnil Mishra, Seth R. Flaxman, Tresnia Berah, Harrison Zhu, Mikko Pakkanen, Samir Bhatt

Stat. Comput., 2022

Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions.

Phillip Murray, Ben Wood, Hans Buehler, Magnus Wiese, Mikko Pakkanen

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022