Reinforcement learning in economics and finance

A Charpentier, R Elie, C Remlinger - Computational Economics, 2021 - Springer
Reinforcement learning algorithms describe how an agent can learn an optimal action policy
in a sequential decision process, through repeated experience. In a given environment, the …

Equilibrium multiplicity in dynamic games: Testing and estimation

T Otsu, M Pesendorfer - The Econometrics Journal, 2023 - academic.oup.com
Equilibrium multiplicity in dynamic games: Testing and estimation | The Econometrics Journal
| Oxford Academic Skip to Main Content Advertisement Oxford Academic Journals Books …

Binary choice with asymmetric loss in a data-rich environment: Theory and an application to racial justice

A Babii, X Chen, E Ghysels, R Kumar - arXiv preprint arXiv:2010.08463, 2020 - arxiv.org
We study the binary choice problem in a data-rich environment with asymmetric loss
functions. The econometrics literature covers nonparametric binary choice problems but …

[PDF][PDF] Climate change policy: Dynamics, strategy, and the Kyoto Protocol

S Zakerinia, CYC Lin Lawell - 2019 - ageconsearch.umn.edu
Climate change is one of the major international environmental challenges facing nations,
and has the potential to cause catastrophic damages worldwide. International environmental …

D3. 2 Toolbox of recommended data collection tools and monitoring methods and a conceptual definition of the Safety Tolerance Zone

C Katrakazas, E Michelaraki, G Yannis, S Kaiser… - 2020 - repository.lboro.ac.uk
The STZ is the core concept of the i-DREAMS project. This report aims to explicitly describe
the practical conceptualisation of the STZ to develop the theoretical framework for …

Three Essays on Machine Learning and Applied Economics

H Kim - 2024 - search.proquest.com
This dissertation explores two main themes: the development of static games using machine
learning, and the impact of firms' behaviors on economic and health outcomes. The first …

Model-Regularized Machine Learning for Decision-Making

S Geng - 2023 - search.proquest.com
Thanks to the availability of more and more high-dimensional data, recent developments in
machine learning (ML) have redefined decision-making in numerous domains. However, the …

A Recursive Partitioning Approach for Dynamic Discrete Choice Modeling in High Dimensional Settings

E Barzegary, H Yoganarasimhan - arXiv preprint arXiv:2208.01476, 2022 - arxiv.org
Dynamic discrete choice models are widely employed to answer substantive and policy
questions in settings where individuals' current choices have future implications. However …

Generation of time series and reinforcement learning

C Remlinger - 2022 - theses.hal.science
In this thesis we develop robust data-driven methods for energy markets or electricity
consumption. We first focus on the generation of realistic time series with machine learning …

[图书][B] Essays on Algorithms for Customer Acquisition and Retention in SaaS Business Model

E Barzegary - 2021 - search.proquest.com
In recent years, software firms have migrated from the traditional licensing business model to
the" Software as a Service"(SaaS) model, where consumers subscribe to the software on …