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Erhan Bayraktar

Fitted Value Iteration Methods for Bicausal Optimal Transport

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Jun 22, 2023
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Deep Signature Algorithm for Path-Dependent American option pricing

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Nov 21, 2022
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A PDE approach for regret bounds under partial monitoring

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Sep 02, 2022
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Prediction against limited adversary

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Oct 31, 2020
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Malicious Experts versus the multiplicative weights algorithm in online prediction

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Mar 18, 2020
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Finite-Time 4-Expert Prediction Problem

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Dec 03, 2019
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On the Adversarial Robustness of Multivariate Robust Estimation

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Mar 27, 2019
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On the asymptotic optimality of the comb strategy for prediction with expert advice

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Feb 06, 2019
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