Julian Sester

According to our database, Julian Sester authored at least 9 papers between 2021 and 2025.

Collaborative distances:

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

2025

Distributionally Robust Deep Q-Learning.

Chung I Lu, Julian Sester, Aijia Zhang

CoRR, May, 2025

Bounding the difference between the values of robust and non-robust Markov decision problems.

Ariel Neufeld, Julian Sester

J. Appl. Probab., 2025

2024

Detecting Data-Driven Robust Statistical Arbitrage Strategies with Deep Neural Networks.

Ariel Neufeld, Julian Sester, Daiying Yin

SIAM J. Financial Math., 2024

Robust Q-Learning for finite ambiguity sets.

Cécile Decker, Julian Sester

CoRR, 2024

Robust Q-learning algorithm for Markov decision processes under Wasserstein uncertainty.

Ariel Neufeld, Julian Sester

Autom., 2024

2023

A Deep Learning Approach to Data-Driven Model-Free Pricing and to Martingale Optimal Transport.

Ariel Neufeld, Julian Sester

IEEE Trans. Inf. Theory, May, 2023

Neural networks can detect model-free static arbitrage strategies.

Ariel Neufeld, Julian Sester

CoRR, 2023

2022

Markov Decision Processes under Model Uncertainty.

Ariel Neufeld, Julian Sester, Mario Sikic

CoRR, 2022

2021

Model-Free Price Bounds Under Dynamic Option Trading.

Ariel Neufeld, Julian Sester

SIAM J. Financial Math., 2021