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Julian Sester

Orcid: 0000-0002-8373-4135

According to our database1, Julian Sester authored at least 6 papers between 2021 and 2023.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

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Links

On csauthors.net:

Bibliography

2023
A Deep Learning Approach to Data-Driven Model-Free Pricing and to Martingale Optimal Transport.
[BibTeX]
[DOI]
Ariel Neufeld
,
Julian Sester
IEEE Trans. Inf. Theory, May, 2023

Neural networks can detect model-free static arbitrage strategies.
[BibTeX]
[DOI]
Ariel Neufeld
,
Julian Sester
CoRR, 2023

2022
Robust Q-learning Algorithm for Markov Decision Processes under Wasserstein Uncertainty.
[BibTeX]
[DOI]
Ariel Neufeld
,
Julian Sester
CoRR, 2022

Markov Decision Processes under Model Uncertainty.
[BibTeX]
[DOI]
Ariel Neufeld
,
Julian Sester
,
Mario Sikic
CoRR, 2022

Detecting data-driven robust statistical arbitrage strategies with deep neural networks.
[BibTeX]
[DOI]
Ariel Neufeld
,
Julian Sester
,
Daiying Yin
CoRR, 2022

2021
Model-Free Price Bounds Under Dynamic Option Trading.
[BibTeX]
[DOI]
Ariel Neufeld
,
Julian Sester
SIAM J. Financial Math., 2021


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