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Michael Ludkovski

Identifiers

  • name variant Michael Ludkovski 0.60 · backfill

Papers (20)

  1. Continuous-time Optimal Stopping through Deep Reinforcement Learning cs.LG · 2026 · author #2
  2. Multiperiod Groundwater Markets q-fin.TR · 2026 · author #2
  3. Dynamic Contagion in a Banking System with Births and Defaults math.PR · 2018 · author #2
  4. Stochastic Switching Games econ.GN · 2018 · author #2
  5. Simulation Methods for Stochastic Storage Problems: A Statistical Learning Perspective q-fin.CP · 2018 · author #1
  6. Generalized Probabilistic Bisection for Stochastic Root-Finding stat.ML · 2017 · author #2
  7. Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement q-fin.RM · 2017 · author #1
  8. Mean Field Game Approach to Production and Exploration of Exhaustible Commodities q-fin.EC · 2017 · author #1
  9. Order Flows and Limit Order Book Resiliency on the Meso-Scale q-fin.TR · 2017 · author #2
  10. Practical heteroskedastic Gaussian process modeling for large simulation experiments stat.ME · 2016 · author #3
  11. Bayesian Epidemic Detection in Multiple Populations stat.CO · 2015 · author #1
  12. Kriging Metamodels and Experimental Design for Bermudan Option Pricing q-fin.CP · 2015 · author #1
  13. Statistical Emulators for Pricing and Hedging Longevity Risk Products q-fin.ST · 2015 · author #2
  14. Sequential Bayesian Inference in Hidden Markov Stochastic Kinetic Models with Application to Detection and Response to Seasonal Epidemics stat.CO · 2013 · author #2
  15. European Option Pricing with Liquidity Shocks q-fin.PR · 2012 · author #1
  16. Finite Horizon Decision Timing with Partially Observable Poisson Processes math.OC · 2011 · author #1
  17. Liquidation in Limit Order Books with Controlled Intensity q-fin.TR · 2011 · author #2
  18. Optimal Timing to Purchase Options q-fin.PR · 2010 · author #2
  19. Illiquidity Effects in Optimal Consumption-Investment Problems q-fin.PM · 2010 · author #1
  20. Stochastic Switching Games and Duopolistic Competition in Emissions Markets math.OC · 2010 · author #1

Mentions

  • 2606.17545 #2 · arxiv_oai · confidence 0.70 Michael Ludkovski
  • 1509.04229 #1 · backfill · confidence 0.70 Michael Ludkovski
  • 1509.02179 #1 · backfill · confidence 0.70 Michael Ludkovski
  • 1710.05131 #1 · arxiv_oai · confidence 0.70 Michael Ludkovski
  • 1508.00310 #2 · backfill · confidence 0.70 Michael Ludkovski
  • 1105.0247 #2 · arxiv_oai · confidence 0.70 Michael Ludkovski
  • 2605.26363 #2 · arxiv_oai · confidence 0.70 Michael Ludkovski
  • 1301.3617 #2 · backfill · confidence 0.70 Michael Ludkovski
  • 1205.1007 #1 · backfill · confidence 0.70 Michael Ludkovski
  • 1105.1484 #1 · backfill · confidence 0.70 Michael Ludkovski
  • 1105.0247 #2 · backfill · confidence 0.70 Michael Ludkovski
  • 1008.3650 #2 · backfill · confidence 0.70 Michael Ludkovski
  • 1004.1489 #1 · backfill · confidence 0.70 Michael Ludkovski
  • 1001.3455 #1 · backfill · confidence 0.70 Michael Ludkovski

Frequent Coauthors