Inference of Utilities and Time Preference in Sequential Decision-Making

By Haoyang Cao, Zhengqi Wu, Renyuan Xu

Published 2024-06-05

Everscope rating

1596.4

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Stochastic Control Framework. Problem types: Inverse Reinforcement Learning, Optimization.

arXiv:2405.15975 · Paper rankings

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