Developing a multi-period robust optimization model considering American style options. - Saeed Marzban; Masoud Mahootchi; Alireza Arshadi Khamseh (Ann. Oper. Res., 2015)

Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures. - Saeed Marzban; Erick Delage; Jonathan Yu-Meng Li (CoRR, 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)

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., 2023)