Poulos, Zissis
- Variational Autoencoders: A Hands-Off Approach to Volatility
2021/02/07 by Bergeron, Maxime, Fung, Nicholas, Hull, John +1 · 3 citations
#Computational Finance (q-fin.CP) #FOS: Economics and business #Mathematical Finance (q-fin.MF)
- Astraea: A Decentralized Blockchain Oracle
2018/08/01 by John R. Adler, Ryan Berryhill, Adler, John +9 · 2 citations
Computer Science · Decision Sciences · #Auction Theory and Applications #Blockchain Technology Applications and Security #Cryptography and Data Security #Cryptography and Security (cs.CR) #FOS: Computer and information sciences
- Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning
2022/05/10 by Jay Cao, Cao, Jay, Jacky Chen +11 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Computational Engineering #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Finance #Financial Markets and Investment Strategies #Market Dynamics and Volatility #Stock Market Forecasting Methods #and Science (cs.CE)