Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling.
Masanori HiranoKentaro MinamiKentaro ImajoPublished in: ICAIF (2023)
Keyphrases
- learning systems
- neural network
- learning problems
- background knowledge
- learning algorithm
- incremental learning
- maximum entropy
- mobile learning
- supervised learning
- prior knowledge
- learning process
- reinforcement learning
- knowledge acquisition
- online learning
- process model
- multi agent systems
- training process
- deep learning
- deep architectures