How Should Climate Change Uncertainty Impact Social Valuation and Policy?

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Asset pricing under climate scenario uncertainty and model ambiguity

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Choquet quantiles

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Recent advances in auction markets design and regulation policies

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Entropic Selection in Optimal Transport

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Offline reinforcement learning for price impact models

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Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation

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On the Foundations of Distributionally Robust Reinforcement Learning

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Learning Merton’s Strategies in an Incomplete Market: Recursive Entropy Regularization and Biased Gaussian Exploration

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