| Mean‐field games with differing beliefs for algorithmic trading P Casgrain, S Jaimungal Mathematical Finance 30 (3), 995-1034, 2020 | 63 | 2020 |
| Trading algorithms with learning in latent alpha models P Casgrain, S Jaimungal Mathematical Finance 29 (3), 735-772, 2019 | 43 | 2019 |
| Mean field games with partial information for algorithmic trading P Casgrain, S Jaimungal arXiv preprint arXiv:1803.04094, 2018 | 36 | 2018 |
| Deep Q-learning for Nash equilibria: Nash-DQN P Casgrain, B Ning, S Jaimungal Applied Mathematical Finance 29 (1), 62-78, 2022 | 32 | 2022 |
| Sequential testing for elicitable functionals via supermartingales P Casgrain, M Larsson, J Ziegel Bernoulli 30 (2), 1347-1374, 2024 | 26* | 2024 |
| Algorithmic trading in competitive markets with mean field games P Casgrain, S Jaimungal SIAM News 52 (2), 1-2, 2019 | 20 | 2019 |
| A Latent Variational Framework for Stochastic Optimization P Casgrain arXiv preprint arXiv:1905.01707, 2019 | 6 | 2019 |
| Optimizing Optimizers: Regret-optimal gradient descent algorithms P Casgrain, A Kratsios arXiv preprint arXiv:2101.00041, 2020 | 4 | 2020 |
Sebastian JaimungalUniversity of TorontoBestätigte E-Mail-Adresse bei utoronto.ca
