Search Results for author:
Found 2 papers, 1 papers with code
WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management
The problem of portfolio management represents an important and challenging class of dynamic decision making problems, where rebalancing decisions need to be made over time with the consideration of many factors such as investors preferences, trading environments, and market conditions.
Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures
Recently equal risk pricing, a framework for fair derivative pricing, was extended to consider dynamic risk measures.
Cannot find the paper you are looking for? You can
Submit a new open access paper.
