Deep Learning for Inflexible Multi-Asset Hedging of incomplete market.

Ruochen Xiao Qiaochu Feng Ruxin Deng

Published in: CoRR (2022)

Keyphrases

deep learning
financial markets
unsupervised learning
transaction costs
option pricing
stock price
machine learning
unsupervised feature learning
stock market
mental models
deep architectures
stock exchange
decision making
restricted boltzmann machine
training data
face recognition
decision trees