Reinforcement learning for options on target volatility funds.
Roberto DaluisoEmanuele NastasiAndrea PallaviciniStefano PoloPublished in: CoRR (2021)
Keyphrases
- reinforcement learning
- function approximation
- stock price
- stock trading
- model free
- state space
- stock market
- data sets
- option pricing
- reinforcement learning algorithms
- temporal difference
- target tracking
- moving target
- learning process
- learning algorithm
- real time
- target object
- mobile robot
- dynamic programming
- exchange rate
- multi agent reinforcement learning