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Hedging using reinforcement learning: Contextual $k$-Armed Bandit versus
  $Q$-learning
v1v2 (latest)

Hedging using reinforcement learning: Contextual kkk-Armed Bandit versus QQQ-learning

3 July 2020
Loris Cannelli
Giuseppe Nuti
M. Sala
O. Szehr
    OffRL
ArXiv (abs)PDFHTML

Papers citing "Hedging using reinforcement learning: Contextual $k$-Armed Bandit versus $Q$-learning"

8 / 8 papers shown
Right Place, Right Time: Market Simulation-based RL for Execution Optimisation
Right Place, Right Time: Market Simulation-based RL for Execution Optimisation
Ollie Olby
Andreea Bacalum
R. Baggott
Namid R Stillman
114
0
0
25 Oct 2025
Deep Hedging Under Non-Convexity: Limitations and a Case for AlphaZero
Deep Hedging Under Non-Convexity: Limitations and a Case for AlphaZero
Matteo Maggiolo
Giuseppe Nuti
M. Strupl
Oleg Szehr
191
1
0
02 Oct 2025
Adaptive Approach to Enhance Machine Learning Scheduling Algorithms During Runtime Using Reinforcement Learning in Metascheduling Applications
Adaptive Approach to Enhance Machine Learning Scheduling Algorithms During Runtime Using Reinforcement Learning in Metascheduling Applications
Samer Alshaer
Ala Khalifeh
Roman Obermaisser
138
1
0
24 Sep 2025
Real-Time Black-Box Optimization for Dynamic Discrete Environments Using Embedded Ising Machines
Real-Time Black-Box Optimization for Dynamic Discrete Environments Using Embedded Ising Machines
Tomoya Kashimata
Yohei Hamakawa
Masaya Yamasaki
Kosuke Tatsumura
248
2
0
20 Jun 2025
Locally Private Nonparametric Contextual Multi-armed Bandits
Locally Private Nonparametric Contextual Multi-armed Bandits
Hanfang Yang
Feiyu Jiang
Zifeng Zhao
Yuheng Ma
Y. Yu
495
0
0
11 Mar 2025
ε-Neural Thompson Sampling of Deep Brain Stimulation for
  Parkinson Disease Treatment
ε-Neural Thompson Sampling of Deep Brain Stimulation for Parkinson Disease TreatmentInternational Conference on Cyber-Physical Systems (ICCPS), 2024
Hao-Lun Hsu
Qitong Gao
Miroslav Pajic
316
2
0
11 Mar 2024
Recent Advances in Reinforcement Learning in Finance
Recent Advances in Reinforcement Learning in Finance
B. Hambly
Renyuan Xu
Huining Yang
OffRL
623
264
0
08 Dec 2021
Risk-Sensitive Deep RL: Variance-Constrained Actor-Critic Provably Finds
  Globally Optimal Policy
Risk-Sensitive Deep RL: Variance-Constrained Actor-Critic Provably Finds Globally Optimal Policy
Han Zhong
Xun Deng
Ethan X. Fang
Zhuoran Yang
Zhaoran Wang
Runze Li
398
7
0
28 Dec 2020
1
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