Experimental Analysis of Deep Hedging Using Artificial Market Simulations for Underlying Asset Simulators.

Masanori Hirano

Published in: CoRR (2024)

Keyphrases

financial markets
stock price
stock market
transaction costs
option pricing
black scholes
market data
portfolio selection
convertible bonds
asset management
risk management
numerical simulations
deep learning
decision making
simulation study
machine learning
neural network