Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions. - Phillip Murray; Ben Wood; Hans Buehler; Magnus Wiese; Mikko Pakkanen (ICAIF, 2022)

πVAE: a stochastic process prior for Bayesian deep learning with MCMC. - Swapnil Mishra; Seth R. Flaxman; Tresnia Berah; Harrison Zhu; Mikko Pakkanen; Samir Bhatt (Stat. Comput., 2022)