Double Deep Q-Learning for Optimal Execution. - Brian Ning; Franco Ho Ting Ling; Sebastian Jaimungal (CoRR, 2018)

Deep Q-Learning for Nash Equilibria: Nash-DQN. - Philippe Casgrain; Brian Ning; Sebastian Jaimungal (CoRR, 2019)

Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders. - Brian Ning; Sebastian Jaimungal; Xiaorong Zhang; Maxime Bergeron (SIAM J. Financial Math., 2023)