| Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics A Mosavi, P Ghamisi, Y Faghan, P Duan Mathematics, 2020 | 185 | 2020 |
| Novel methods in computational finance M Ehrhardt, M Günther, EJW Ter Maten Springer International Publishing, 2017 | 15 | 2017 |
| Pricing Perpetual Put Options by the Black–Scholes Equation with a Nonlinear Volatility Function MR Grossinho, Y Kord Faghan, D Ševčovič Asia-Pacific Financial Markets 24, 291-308, 2017 | 12 | 2017 |
| 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 | 7* | 2020 |
| Reinforcement Learning for AS | 6* | 2023 |
| Comprehensive review of deep reinforcement learning methods and applications in economics. Mathematics, 8 (10), 1640 A Mosavi, Y Faghan, P Ghamisi, P Duan, SF Ardabili, E Salwana, ... | 5 | 2020 |
| Gambler Bandits and the Regret of Being Ruined FS Perotto, S Vakili, P Gajane, Y Faghan, M Bourgais AAMAS 2021, 2021 | 4 | 2021 |
| Adversarial Attacks on Deep Algorithmic Trading Policies Y Faghan, N Piazza, V Behzadan, A Fathi CAMLIS 2021, 2020 | 4 | 2020 |
| 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 | 3 | 2017 |
| Inverse Problem Approach to Machine Learning with Application in the Option Price Correction S Pourmohammad Azizi, H Jafari, Y Faghan, A Neisy Optical Memory and Neural Networks 31 (1), 46-58, 2022 | 1 | 2022 |
| Deep Causal RL in Biology and Medicine Y Faghan | | 2024 |
| Approximating Equilibria in Networked Games with Multi-Scale Gradient Best Response Dynamics Submitted, 2023 | | 2023 |
| Multi-Agent Reinforcement Learning (Option-Critic Framework) U Alberta | | 2023 |
| Approximating Equilibria in Networked Games with Theoretical Analysis WUS Louis | | 2023 |
| Deep Learning in Asset Pricing: Do or don't? Submitted, 2023 | | 2023 |
| Pricing American Options by the Black-Scholes Equation with a Nonlinear Volatility Function Y Faghan PQDT-Global, 2021 | | 2021 |
| Adversarial Attacks on Deep Algorithmic Trading Policies N Piazza, Y Faghan, V Behzadan, A Fathi | | 2021 |
| HAL Id: hal-03120813 https://hal. archives-ouvertes. fr/hal-03120813 FS Perotto, S Vakili, P Gajane, Y Faghan, M Bourgais | | |
