Papers

• Large-Scale Portfolio Optimization Problem Under Cardinality Constraint With Enhanced Multi-Objective Evolutionary Algorithms (2026)
  Danial Ramezani et al.
  5.01
• Evaluating AI Investment Strategies (2026)
  Irene Aldridge
  1.94
• SNAPO: Smooth Neural Adjoint Policy Optimization for Optimal Control via Differentiable Simulation (2026)
  Dmitri Goloubentsev and Natalija Karpichina
  1.89
• Autonomous AI Agents for Option Hedging: Enhancing Financial Stability through Shortfall Aware Reinforcement Learning (2026)
  Minxuan Hu et al.
  1.78
• Reinforcement Learning for Micro-Level Claims Reserving (2026)
  Benjamin Avanzi and Ronald Richman and Bernard Wong and Mario W\"uthrich and Yagebu Xie
  1.67
• Learning to Hedge Swaptions (2025)
  Zaniar Ahmadi et al.
  1.61
• Robust Bayesian Dynamic Programming for On-policy Risk-sensitive Reinforcement Learning (2025)
  Shanyu Han et al.
  1.61
• Right Place, Right Time: Market Simulation-based RL for Execution Optimisation (2025)
  Ollie Olby et al.
  1.50
• A Risk-Aware Reinforcement Learning Reward for Financial Trading (2025)
  Uditansh Srivastava et al.
  1.28