Option Hedging with Risk Averse Reinforcement Learning

23 October 2020

Papers citing "Option Hedging with Risk Averse Reinforcement Learning"

5 / 5 papers shown

Title
Revisiting Ensemble Methods for Stock Trading and Crypto Trading Tasks at ACM ICAIF FinRL Contest 2023-2024 Nikolaus Holzer Keyi Wang Kairong Xiao Xiao-Yang Liu Yanglet AIFin 30 1 0 18 Jan 2025
The Evolution of Reinforcement Learning in Quantitative Finance: A Survey Nikolaos Pippas Cagatay Turkay Elliot A. Ludvig AIFin 89 3 0 20 Aug 2024
Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions Phillip Murray Ben Wood Hans Buehler Magnus Wiese Mikko S. Pakkanen 38 19 0 15 Jul 2022
Reinforcement Learning for Quantitative Trading Shuo Sun R. Wang Bo An OffRL AIFin 16 51 0 28 Sep 2021
Emergence of Locomotion Behaviours in Rich Environments N. Heess TB Dhruva S. Sriram Jay Lemmon J. Merel ... Tom Erez Ziyun Wang S. M. Ali Eslami Martin Riedmiller David Silver 134 928 0 07 Jul 2017