Browse "Dept. of Industrial and Systems Engineering(산업및시스템공학과)" by Author Min, Seungki
Showing results 1 to 3 of 3
| Cross-Sectional Variation of Intraday Liquidity, Cross-Impact and Their Effect on Portfolio Execution Min, Seungki; Maglaras, Costis; Moallemi, Ciamac C., OPERATIONS RESEARCH, v.70, no.2, pp.830 - 846, 2022-03 |
| Improving upper confidence reinforcement learning with bootstrapping = 강화학습에서의 효율적 탐색을 위한 부트스트랩 기법의 활용link Kim, Sanghwa; Min, Seungki; 민승기; Kim, Kyoung-Kuk; et al, 한국과학기술원, 2022 |
| Thompson sampling with information relaxation penalties Min, Seungki; Maglaras, Costis; Moallemi, Ciamac C., 33rd Annual Conference on Neural Information Processing Systems, NeurIPS 2019, Neural information processing systems foundation, 2019-12-08 |
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