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1 Ergebnisse
1
Adversarial Deep Hedging: Learning to Hedge without Price P..:
, In:
Proceedings of the Fourth ACM International Conference on AI in Finance
,
Hirano, Masanori
;
Minami, Kentaro
;
Imajo, Kentaro
- p. 19-26 , 2023
Link:
https://dl.acm.org/doi/10.1145/3604237.3626846
RT T1
Proceedings of the Fourth ACM International Conference on AI in Finance
: T1
Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling
UL https://suche.suub.uni-bremen.de/peid=acm-3626846&Exemplar=1&LAN=DE A1 Hirano, Masanori A1 Minami, Kentaro A1 Imajo, Kentaro PB ACM YR 2023 K1 adversarial learning K1 deep hedging K1 financial market K1 neural network K1 option K1 price process K1 Applied computing K1 Law, social and behavioral sciences K1 Economics K1 Computing methodologies K1 Machine learning K1 Machine learning approaches K1 Neural networks SP 19 OP 26 LK http://dx.doi.org/https://dl.acm.org/doi/10.1145/3604237.3626846 DO https://dl.acm.org/doi/10.1145/3604237.3626846 SF ELIB - SuUB Bremen
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