Identifying, measuring, and mitigating individual unfairness for supervised learning models and application to credit risk models. - Rasoul Shahsavarifar; Jithu Chandran; Mario Inchiosa; Amit Deshpande; Mario Schlener; Vishal Gossain; Yara Elias; Vinaya Murali (CoRR, 2022)

Hedging American Put Options with Deep Reinforcement Learning. - Reilly Pickard; Finn Wredenhagen; Julio DeJesus; Mario Schlener; Yuri A. Lawryshyn (CoRR, 2024)

Hedging Beyond the Mean: A Distributional Reinforcement Learning Perspective for Hedging Portfolios with Structured Products. - Anil Sharma; Freeman Chen; Jaesun Noh; Julio DeJesus; Mario Schlener (CoRR, 2024)

Hedging and Pricing Structured Products Featuring Multiple Underlying Assets. - Anil Sharma; Freeman Chen; Jaesun Noh; Julio DeJesus; Mario Schlener (CoRR, 2024)