Frédéric Godin

1. Is the difference between deep hedging and delta hedging a statistical arbitrage?
   2024/07/20 by Pascal François, Geneviève Gauthier, François, Pascal +5 · 3 citations
   Business, Management and Accounting · Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #FOS: Economics and business #Market Dynamics and Volatility #Risk Management (q-fin.RM) #Risk Management in Financial Firms
2. Deep Hedging with Market Impact
   2024/02/20 by Andrei Neagu, Neagu, Andrei, Frédéric Godin +5 · 1 citation
   Business, Management and Accounting · #Artificial Intelligence (cs.AI) #Computational Finance (q-fin.CP) #Corporate Finance and Governance #FOS: Computer and information sciences #FOS: Economics and business #Private Equity and Venture Capital #Risk Management in Financial Firms
3. Risk-Averse Action Selection Using Extreme Value Theory Estimates of the\n CVaR
   2019/12/03 by Dylan Troop, Frédéric Godin, Troop, Dylan +3 · 1 citation
   Computer Science · Decision Sciences · #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Reinforcement Learning in Robotics #Risk and Portfolio Optimization