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Deeper Hedging: A New Agent-based Model for Effective Deep Hedging.

Kang GaoStephen WestonPerukrishnen VytelingumNamid StillmanWayne LukCe Guo
Published in: ICAIF (2023)
Keyphrases
  • financial markets
  • agent based models
  • cooperative
  • risk management
  • exchange rate
  • option pricing
  • machine learning
  • input image
  • data mining techniques
  • transaction costs