Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning.
Jay CaoJacky ChenSoroush FarghadaniJohn HullZissis PoulosZeyu WangJun YuanPublished in: CoRR (2022)
Keyphrases
- reinforcement learning
- co occurrence
- function approximation
- state space
- model free
- reinforcement learning algorithms
- learning algorithm
- learning process
- supervised learning
- temporal difference
- robotic control
- optimal control
- learning problems
- exchange rate
- deep learning
- control policy
- relational reinforcement learning
- dynamical systems
- markov decision processes
- database
- transfer learning
- optimal policy
- decision support system
- multi agent
- neural network