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Deeper Hedging: A New Agent-based Model for Effective Deep ..:
, In:
Proceedings of the Fourth ACM International Conference on AI in Finance
,
Gao, Kang
;
Weston, Stephen
;
Vytelingum, Perukrishnen
... - p. 270-278 , 2023
Link:
https://dl.acm.org/doi/10.1145/3604237.3626913
RT T1 <cTitle>Proceedings of the Fourth ACM International Conference on AI in Finance</cTitle>: T1 <Title>Deeper Hedging: A New Agent-based Model for Effective Deep Hedging</Title> UL https://suche.suub.uni-bremen.de/peid=acm-3626913&Exemplar=1&LAN=DE A1 Gao, Kang A1 Weston, Stephen A1 Vytelingum, Perukrishnen A1 Stillman, Namid A1 Luk, Wayne A1 Guo, Ce PB ACM YR 2023 K1 Agent-based Modelling K1 Deep Hedging K1 Deep Reinforcement Learning K1 Stochastic Volatility Models K1 Theory of computation K1 Theory and algorithms for application domains K1 Machine learning theory K1 Reinforcement learning K1 Computing methodologies K1 Modeling and simulation SP 270 OP 278 LK http://dx.doi.org/https://dl.acm.org/doi/10.1145/3604237.3626913 DO https://dl.acm.org/doi/10.1145/3604237.3626913 SF ELIB - SuUB Bremen
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