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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

169,341 papers · 148 categories

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1 result for “pseudo-regression”

Dynamic programming for optimal stopping via pseudo-regressionq-fin.CP

New regression-based algorithms for optimal stopping problems reduce computational cost.

problem Optimal stopping problems in dynamic programming.

method Pseudo-regression approach using Monte Carlo approximation of

L^2

inner products.

result The method asymptotically leads to lower computational cost and complexity.

dynamic programming optimal stopping regression Monte Carlo pseudo-regression

2018-08-10abs ↗pdf ↗