Login / Signup
Frédéric Godin
Publication Activity (10 Years)
Years Active: 2024-2024
Publications (10 Years): 2
Top Topics
Feedback Information
Convertible Bonds
Partially Observable Environments
Policy Gradient
Top Venues
CoRR
</>
Publications
</>
Pascal François
,
Geneviève Gauthier
,
Frédéric Godin
,
Carlos Octavio Pérez Mendoza
Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information.
CoRR
(2024)
Parisa Davar
,
Frédéric Godin
,
Jose Garrido
Catastrophic-risk-aware reinforcement learning with extreme-value-theory-based policy gradients.
CoRR
(2024)