Julio DeJesus

Publication Activity (10 Years)

Years Active: 2024-2024
Publications (10 Years): 2

Top Topics

Transaction Costs

Financial Markets

Reinforcement Learning

Top Venues

Publications

Anil Sharma, Freeman Chen, Jaesun Noh, Julio DeJesus, Mario Schlener
Hedging Beyond the Mean: A Distributional Reinforcement Learning Perspective for Hedging Portfolios with Structured Products. CoRR (2024)
Reilly Pickard, Finn Wredenhagen, Julio DeJesus, Mario Schlener, Yuri A. Lawryshyn
Hedging American Put Options with Deep Reinforcement Learning. CoRR (2024)