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Hedging American Put Options with Deep Reinforcement Learning
10 May 2024
Reilly Pickard
F. Wredenhagen
Julio DeJesus
Mario Schlener
Y. Lawryshyn
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Papers citing
"Hedging American Put Options with Deep Reinforcement Learning"
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A disciplined approach to neural network hyper-parameters: Part 1 -- learning rate, batch size, momentum, and weight decay
L. Smith
196
1,019
0
26 Mar 2018
1