Publications
You can also find my articles on my Google Scholar profile
Preprints
- G. Baykal, A. Akgül, M. Haussmann, B. Tasdighi, N. Werge, Y.-S. Wu, M. Kandemir (2025). ObjectRL: An Object-Oriented Reinforcement Learning Codebase. arXiv. GitHub.
- N. Werge, Y.-S. Wu, B. Tasdighi, and M. Kandemir (2025). Directional Ensemble Aggregation for Actor-Critics. arXiv.
- N. Werge, A. Akgül, and M. Kandemir (2023). BOF-UCB: A Bayesian-Optimistic Frequentist Algorithm for Non-Stationary Contextual Bandits. arXiv.
- A. Dutta, EH. Bergou, S. Boucherouite, N. Werge, M. Kandemir, and X. Li (2023). Demystifying the Myths and Legends of Nonconvex Convergence of SGD. arXiv.
Publications
- B. Tasdighi, N. Werge, Y.-S. Wu, and M. Kandemir (2025). Improving Actor-Critic Training with Steerable Action-Value Approximation Errors. European Conference on Artificial Intelligence (ECAI). arXiv. In press.
- B. Tasdighi, M. Haussmann, N. Werge, Y.-S. Wu, and M. Kandemir (2025). Deep exploration with PAC-Bayes. European Conference on Artificial Intelligence (ECAI). arXiv. In press.
- A. Godichon-Baggioni and N. Werge (2025). On Adaptive Stochastic Optimization for Streaming Data: A Newton’s Method with O(dN) Operations. Journal on Machine Learning Research (JMLR). arXiv. publisher link.
- J. de Vilmarest and N. Werge (2024). An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition. International Journal of Forecasting (IJF). arXiv. publisher link.
- A. Godichon-Baggioni, N. Werge, and O. Wintenberger (2023). Learning from time-dependent streaming data with online stochastic algorithms. Transactions on Machine Learning Research (TMLR). arXiv. HAL. publisher link.
- A. Godichon-Baggioni, N. Werge, and O. Wintenberger (2023). Non-asymptotic analysis of stochastic approximation algorithms for streaming data. ESAIM: Probability and Statistics 27, 482-514. arXiv. HAL. publisher link.
- N. Werge and O. Wintenberger (2022). AdaVol: an adaptive recursive volatility prediction method. Econometrics and Statistics 23, 19-35. arXiv. HAL. publisher link. code.
- A note on its use in the M6 financial forecasting competition can be found on arXiv.
- N. Werge (2021). Predicting risk-adjusted returns using an asset independent regime-switching model. Expert Systems with Applications 184, 115576. arXiv. HAL. publisher link.