vix.ing · top · new · best · stats · spec

DeJesus, Julio

  1. Hedging American Put Options with Deep Reinforcement Learning
    2024/05/10 by Pickard, Reilly, Wredenhagen, Finn, DeJesus, Julio +2 · 1 citation
    #91G20 #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Risk Management (q-fin.RM)
  2. Hedging Beyond the Mean: A Distributional Reinforcement Learning Perspective for Hedging Portfolios with Structured Products
    2024/07/15 by Añil Sharma, Sharma, Anil, Freeman Chen +7 · 1 citation
    Business, Management and Accounting · #Corporate Finance and Governance