Saeed Marzban

According to our database, Saeed Marzban authored at least 4 papers between 2015 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

WaveCorr: Deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management.

Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li, Jeremie Desgagne-Bouchard, Carl Dussault

Oper. Res. Lett., November, 2023

2021

WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management.

Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li, Jeremie Desgagne-Bouchard, Carl Dussault

CoRR, 2021

Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures.

Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li

CoRR, 2021

2015

Developing a multi-period robust optimization model considering American style options.

Saeed Marzban, Masoud Mahootchi, Alireza Arshadi Khamseh

Ann. Oper. Res., 2015