Can an asset manager gain knowledge from different data sources to select the right hedging strategy for his portfolio? We use Deep Reinforcement Learning ...
deep-hedging-github
Research Code for Online Deep Learning: Learning Deep Neural Networks on the Fly. ... Implementation of Online Hedge Backpropagation. 0. deep-reinforcement-learning pytorch dqn mcts uct c51 iqn hedge ppo a2c gail counterfactual-regret-minimization qr-dqn random-network-distillation .... by A Carbonneau · 2020 · Cited by 3 — Keywords: Reinforcement learning, Deep learning, Option pricing, Hedging, Convex risk measures. ∗A GitHub repository with some examples ... 3925e8d270
deep hedging github