Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions - 惯性聚合

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Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions

Phillip Murray, Ben Wood, Hans Buehler, Magnus Wiese, Mikko S. P · 2022-07-15 · via stat.ML updates on arXiv.org

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