Petter N. Kolm
Finance · 2001–2019
A researcher in the Science corpus: 6 papers; trusts 8 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 29 citations into it; #7,265 of 10,518 by trust here, #9,027 by citations
- Economics and Econometrics — 20 citations into it
- Reinforcement Learning — 5 citations into it
Whom Petter N. Kolm trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- R. C. Merton
- Robert Almgren
- Richard S. Sutton
- Leslie Pack Kaelbling
- Volodymyr Mnih
- Andrew Barto
- Michael L. Littman
- David Silver
- Koray Kavukcuoglu
- Feng Li
Who trusts Petter N. Kolm overall
- Ben M. Hambly
- Rustam Ibragimov
- Rangan Gupta
- Renyuan Xu
- Hua Liang
- Huining Yang
- Emmanouil Platanakis
- Bryan Lim
Papers from Petter N. Kolm's perspective
Ordered by how strongly the researchers Petter N. Kolm trusts endorse each paper. Same corpus, a different order for every researcher.
- Reinforcement Learning: An Introduction
- Human-level control through deep reinforcement learning
- Gradient-based learning applied to document recognition
- Playing Atari with Deep Reinforcement Learning (arXiv.org)
- Deep Residual Learning for Image Recognition (Computer Vision and Pattern Recognition)
- ImageNet classification with deep convolutional neural networks
- Mastering the game of Go without human knowledge
- Simple Statistical Gradient-Following Algorithms for Connectionist Reinforcement Learning
- Adam: A Method for Stochastic Optimization (International Conference on Learning Representations)
- Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift (International Conference on Machine Learning)
Their papers
- Dynamic Replication and Hedging: A Reinforcement Learning Approach (2019) — 87 citations
- Best Practices in Research for Quantitative Equity Strategies (2016)
- 60 Years of portfolio optimization: Practical challenges and current trends (2014) — 579 citations
- Forecasting Stock Returns (2012) — 306 citations
- Financial Modeling of the Equity Market: From CAPM to Cointegration (2006) — 89 citations
- Numerical quadratures for singular and hypersingular integrals (2001) — 97 citations