Alert button
Picture for Erhan Bayraktar

Erhan Bayraktar

Alert button

Fitted Value Iteration Methods for Bicausal Optimal Transport

Jun 22, 2023
Erhan Bayraktar, Bingyan Han

Figure 1 for Fitted Value Iteration Methods for Bicausal Optimal Transport
Figure 2 for Fitted Value Iteration Methods for Bicausal Optimal Transport
Figure 3 for Fitted Value Iteration Methods for Bicausal Optimal Transport
Figure 4 for Fitted Value Iteration Methods for Bicausal Optimal Transport
Viaarxiv icon

Deep Signature Algorithm for Path-Dependent American option pricing

Nov 21, 2022
Erhan Bayraktar, Qi Feng, Zhaoyu Zhang

Figure 1 for Deep Signature Algorithm for Path-Dependent American option pricing
Viaarxiv icon

A PDE approach for regret bounds under partial monitoring

Sep 02, 2022
Erhan Bayraktar, Ibrahim Ekren, Xin Zhang

Viaarxiv icon

Prediction against limited adversary

Oct 31, 2020
Erhan Bayraktar, Ibrahim Ekren, Xin Zhang

Viaarxiv icon

Malicious Experts versus the multiplicative weights algorithm in online prediction

Mar 18, 2020
Erhan Bayraktar, H. Vincent Poor, Xin Zhang

Viaarxiv icon

Finite-Time 4-Expert Prediction Problem

Dec 03, 2019
Erhan Bayraktar, Ibrahim Ekren, Xin Zhang

Figure 1 for Finite-Time 4-Expert Prediction Problem
Figure 2 for Finite-Time 4-Expert Prediction Problem
Viaarxiv icon

On the Adversarial Robustness of Multivariate Robust Estimation

Mar 27, 2019
Erhan Bayraktar, Lifeng Lai

Figure 1 for On the Adversarial Robustness of Multivariate Robust Estimation
Figure 2 for On the Adversarial Robustness of Multivariate Robust Estimation
Viaarxiv icon

On the asymptotic optimality of the comb strategy for prediction with expert advice

Feb 06, 2019
Erhan Bayraktar, Ibrahim Ekren, Yili Zhang

Viaarxiv icon