Person

Michael Mark

This person is no longer with EPFL

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Related publications (5)

Please note that this is not a complete list of this person’s publications. It includes only semantically relevant works. For a full list, please refer to Infoscience.

Self-Exciting Point Processes: Identification and Control

Michael Mark

This thesis addresses theoretical and practical aspects of identification and subsequent control of self-exciting point processes. The main contributions correspond to four separate scientific papers.In the first paper, we address the challenge of robust i ...
EPFL2022

Optimal recovery of unsecured debt via interpretable reinforcement learning

Thomas Alois Weber, Michael Mark, Huanxi Liu

This paper addresses the issue of interpretability and auditability of reinforcement-learning agents employed in the recovery of unsecured consumer debt. To this end, we develop a deterministic policy-gradient method that allows for a natural integration o ...
2022

Robust Identification of Controlled Hawkes Processes

Thomas Alois Weber, Michael Mark

The identification of Hawkes-like processes can pose significant challenges. Despite substantial amounts of data, standard estimation methods show significant bias or fail to converge. To overcome these issues, we propose an alternative approach based on a ...
2020
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